UBS Call 365 2FE 20.12.2024
/ CH1322928321
UBS Call 365 2FE 20.12.2024/ CH1322928321 /
| 2024-09-25 9:22:16 AM |
Chg.-0.26 |
Bid12:21:45 PM |
Ask12:21:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.17EUR |
-3.50% |
7.05
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
365.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2MU7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.77 |
| Intrinsic value: |
6.30 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
6.30 |
| Time value: |
0.83 |
| Break-even: |
436.30 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.86 |
| Theta: |
-0.12 |
| Omega: |
5.17 |
| Rho: |
0.70 |
Quote data
| Open: |
7.17 |
| High: |
7.17 |
| Low: |
7.17 |
| Previous Close: |
7.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.86% |
| 1 Month |
|
|
-7.72% |
| 3 Months |
|
|
+33.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.43 |
6.25 |
| 1M High / 1M Low: |
9.20 |
6.25 |
| 6M High / 6M Low: |
9.20 |
3.81 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.68% |
| Volatility 6M: |
|
104.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
