UBS Call 385 2FE 20.12.2024
/ CH1322928362
UBS Call 385 2FE 20.12.2024/ CH1322928362 /
| 5/28/2024 1:02:04 PM |
Chg.-0.240 |
Bid1:52:58 PM |
Ask1:52:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.600EUR |
-6.25% |
3.560
Bid Size: 2,500 |
3.610
Ask Size: 2,500 |
FERRARI N.V. |
385.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM2KNP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
385.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.07 |
| Time value: |
3.90 |
| Break-even: |
424.70 |
| Moneyness: |
1.00 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
3.93% |
| Delta: |
0.59 |
| Theta: |
-0.10 |
| Omega: |
5.69 |
| Rho: |
1.05 |
Quote data
| Open: |
3.940 |
| High: |
3.940 |
| Low: |
3.600 |
| Previous Close: |
3.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.49% |
| 1 Month |
|
|
-0.28% |
| 3 Months |
|
|
-10.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.840 |
3.680 |
| 1M High / 1M Low: |
4.320 |
3.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.746 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.688 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
