UBS Call 310 2FE 20.12.2024
/ CH1319931098
UBS Call 310 2FE 20.12.2024/ CH1319931098 /
| 7/29/2024 2:14:33 PM |
Chg.-0.170 |
Bid2:14:33 PM |
Ask2:14:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.120EUR |
-2.05% |
8.120
Bid Size: 2,500 |
8.170
Ask Size: 2,500 |
FERRARI N.V. |
310.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM17WB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.39 |
| Intrinsic value: |
6.75 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.24 |
| Parity: |
6.75 |
| Time value: |
1.69 |
| Break-even: |
394.40 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
1.81% |
| Delta: |
0.81 |
| Theta: |
-0.12 |
| Omega: |
3.64 |
| Rho: |
0.88 |
Quote data
| Open: |
8.300 |
| High: |
8.360 |
| Low: |
8.080 |
| Previous Close: |
8.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.55% |
| 1 Month |
|
|
-3.22% |
| 3 Months |
|
|
-14.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.180 |
7.710 |
| 1M High / 1M Low: |
10.140 |
7.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.056 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
