UBS Call 435 2FE 20.12.2024
/ DE000UM3UH36
UBS Call 435 2FE 20.12.2024/ DE000UM3UH36 /
| 2024-05-27 10:08:09 AM |
Chg.-0.02 |
Bid3:56:36 PM |
Ask3:56:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
-1.16% |
1.75
Bid Size: 2,500 |
1.80
Ask Size: 2,500 |
FERRARI N.V. |
435.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM3UH3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
435.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-4.89 |
| Time value: |
1.77 |
| Break-even: |
452.70 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.15 |
| Spread %: |
9.26% |
| Delta: |
0.36 |
| Theta: |
-0.09 |
| Omega: |
7.84 |
| Rho: |
0.69 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
1.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
-42.03% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.90 |
1.66 |
| 1M High / 1M Low: |
1.93 |
1.44 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
