UBS Call 390 2FE 20.12.2024
/ CH1322928370
UBS Call 390 2FE 20.12.2024/ CH1322928370 /
9/20/2024 9:54:43 PM |
Chg.-0.210 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.770EUR |
-4.22% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
390.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
UM2N5V |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
390.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
2/8/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.24 |
Intrinsic value: |
3.20 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
3.20 |
Time value: |
1.72 |
Break-even: |
439.20 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.14 |
Spread %: |
2.93% |
Delta: |
0.72 |
Theta: |
-0.16 |
Omega: |
6.19 |
Rho: |
0.63 |
Quote data
Open: |
4.940 |
High: |
5.050 |
Low: |
4.600 |
Previous Close: |
4.980 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.79% |
1 Month |
|
|
-15.12% |
3 Months |
|
|
+42.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.980 |
4.070 |
1M High / 1M Low: |
7.100 |
4.070 |
6M High / 6M Low: |
7.100 |
2.450 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.566 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.569 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.855 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.23% |
Volatility 6M: |
|
140.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |