UBS Call 370 2FE 20.12.2024
/ CH1322928339
UBS Call 370 2FE 20.12.2024/ CH1322928339 /
| 5/27/2024 9:22:48 AM |
Chg.+0.110 |
Bid9:39:35 AM |
Ask9:39:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.640EUR |
+2.43% |
4.590
Bid Size: 2,500 |
4.640
Ask Size: 2,500 |
FERRARI N.V. |
370.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM2RBC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.10 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
1.61 |
| Time value: |
3.00 |
| Break-even: |
416.10 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
3.36% |
| Delta: |
0.66 |
| Theta: |
-0.10 |
| Omega: |
5.50 |
| Rho: |
1.19 |
Quote data
| Open: |
4.640 |
| High: |
4.640 |
| Low: |
4.640 |
| Previous Close: |
4.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.20% |
| 1 Month |
|
|
+5.45% |
| 3 Months |
|
|
-6.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.620 |
4.530 |
| 1M High / 1M Low: |
5.170 |
3.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
