UBS Call 360 2FE 20.12.2024
/ CH1322928313
UBS Call 360 2FE 20.12.2024/ CH1322928313 /
26/09/2024 09:20:13 |
Chg.+0.54 |
Bid20:15:44 |
Ask20:15:44 |
Underlying |
Strike price |
Expiration date |
Option type |
8.14EUR |
+7.11% |
7.71 Bid Size: 750 |
- Ask Size: - |
FERRARI N.V. |
360.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
UM1669 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
360.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
08/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.87 |
Intrinsic value: |
6.43 |
Implied volatility: |
0.39 |
Historic volatility: |
0.25 |
Parity: |
6.43 |
Time value: |
1.01 |
Break-even: |
434.40 |
Moneyness: |
1.18 |
Premium: |
0.02 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.84 |
Theta: |
-0.14 |
Omega: |
4.80 |
Rho: |
0.66 |
Quote data
Open: |
8.14 |
High: |
8.14 |
Low: |
8.14 |
Previous Close: |
7.60 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.22% |
1 Month |
|
|
-1.93% |
3 Months |
|
|
+41.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.87 |
6.66 |
1M High / 1M Low: |
9.65 |
6.66 |
6M High / 6M Low: |
9.65 |
4.11 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.32 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.06 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.81 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.22% |
Volatility 6M: |
|
105.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |