UBS Call 445 2FE 20.12.2024
/ DE000UM3PZF7
UBS Call 445 2FE 20.12.2024/ DE000UM3PZF7 /
| 27/05/2024 12:55:26 |
Chg.+0.030 |
Bid13:14:03 |
Ask13:14:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
+2.13% |
1.420
Bid Size: 2,500 |
1.470
Ask Size: 2,500 |
FERRARI N.V. |
445.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM3PZF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
445.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
26/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-5.89 |
| Time value: |
1.51 |
| Break-even: |
460.10 |
| Moneyness: |
0.87 |
| Premium: |
0.19 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.15 |
| Spread %: |
11.03% |
| Delta: |
0.32 |
| Theta: |
-0.08 |
| Omega: |
8.17 |
| Rho: |
0.61 |
Quote data
| Open: |
1.470 |
| High: |
1.470 |
| Low: |
1.410 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.70% |
| 1 Month |
|
|
-8.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.460 |
1.410 |
| 1M High / 1M Low: |
1.950 |
1.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.445 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
