UBS Call 435 2FE 20.12.2024
/ DE000UM3UH36
UBS Call 435 2FE 20.12.2024/ DE000UM3UH36 /
| 26/09/2024 10:08:08 |
Chg.- |
Bid10:33:48 |
Ask10:33:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
- |
2.29
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
435.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
26/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-0.89 |
| Time value: |
2.28 |
| Break-even: |
457.80 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.50 |
| Theta: |
-0.17 |
| Omega: |
9.25 |
| Rho: |
0.43 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.83% |
| 1 Month |
|
|
-7.77% |
| 3 Months |
|
|
+67.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.61 |
2.16 |
| 1M High / 1M Low: |
3.90 |
1.87 |
| 6M High / 6M Low: |
3.90 |
1.03 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.01% |
| Volatility 6M: |
|
169.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
