UBS Call 310 2FE 20.12.2024
/ CH1319931098
UBS Call 310 2FE 20.12.2024/ CH1319931098 /
| 28/06/2024 21:54:48 |
Chg.-0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.390EUR |
-1.64% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
310.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.98 |
| Intrinsic value: |
7.21 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
7.21 |
| Time value: |
1.47 |
| Break-even: |
396.80 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.15 |
| Spread %: |
1.76% |
| Delta: |
0.84 |
| Theta: |
-0.09 |
| Omega: |
3.71 |
| Rho: |
1.13 |
Quote data
| Open: |
8.570 |
| High: |
8.820 |
| Low: |
8.270 |
| Previous Close: |
8.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.98% |
| 1 Month |
|
|
+3.07% |
| 3 Months |
|
|
-19.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.780 |
8.390 |
| 1M High / 1M Low: |
9.820 |
8.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.816 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
