UBS Call 395 2FE 20.12.2024
/ CH1329470996
UBS Call 395 2FE 20.12.2024/ CH1329470996 /
5/27/2024 4:53:55 PM |
Chg.+0.170 |
Bid5:41:05 PM |
Ask5:41:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.350EUR |
+5.35% |
3.320 Bid Size: 1,000 |
3.420 Ask Size: 1,000 |
FERRARI N.V. |
395.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
UM283N |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
395.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
3/4/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.79 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.24 |
Parity: |
-0.89 |
Time value: |
3.27 |
Break-even: |
427.70 |
Moneyness: |
0.98 |
Premium: |
0.11 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.15 |
Spread %: |
4.81% |
Delta: |
0.54 |
Theta: |
-0.10 |
Omega: |
6.38 |
Rho: |
1.00 |
Quote data
Open: |
3.280 |
High: |
3.350 |
Low: |
3.160 |
Previous Close: |
3.180 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.36% |
1 Month |
|
|
+5.35% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.260 |
3.180 |
1M High / 1M Low: |
3.800 |
2.750 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.218 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.185 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.49% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |