UBS Call 375 2FE 20.12.2024
/ CH1322928347
UBS Call 375 2FE 20.12.2024/ CH1322928347 /
| 28/05/2024 11:15:39 |
Chg.-0.170 |
Bid11:46:51 |
Ask11:46:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.240EUR |
-3.85% |
4.190
Bid Size: 2,500 |
4.240
Ask Size: 2,500 |
FERRARI N.V. |
375.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2MTV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.76 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
1.07 |
| Time value: |
3.47 |
| Break-even: |
420.40 |
| Moneyness: |
1.03 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
3.42% |
| Delta: |
0.63 |
| Theta: |
-0.10 |
| Omega: |
5.34 |
| Rho: |
1.11 |
Quote data
| Open: |
4.510 |
| High: |
4.510 |
| Low: |
4.240 |
| Previous Close: |
4.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.17% |
| 1 Month |
|
|
+2.66% |
| 3 Months |
|
|
-19.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.410 |
4.230 |
| 1M High / 1M Low: |
4.860 |
3.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.232 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
