UBS Call 310 2FE 20.12.2024
/ CH1319931098
UBS Call 310 2FE 20.12.2024/ CH1319931098 /
9/10/2024 9:54:47 PM |
Chg.-0.420 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
11.860EUR |
-3.42% |
- Bid Size: - |
- Ask Size: - |
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: |
3.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.27 |
Intrinsic value: |
11.96 |
Implied volatility: |
0.39 |
Historic volatility: |
0.25 |
Parity: |
11.96 |
Time value: |
0.46 |
Break-even: |
434.20 |
Moneyness: |
1.39 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.14 |
Spread %: |
1.14% |
Delta: |
0.96 |
Theta: |
-0.07 |
Omega: |
3.32 |
Rho: |
0.80 |
Quote data
Open: |
12.180 |
High: |
12.550 |
Low: |
11.740 |
Previous Close: |
12.280 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.34% |
1 Month |
|
|
+39.69% |
3 Months |
|
|
+34.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.530 |
11.940 |
1M High / 1M Low: |
14.340 |
8.620 |
6M High / 6M Low: |
14.340 |
7.710 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
12.718 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
12.187 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
9.519 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
89.35% |
Volatility 6M: |
|
81.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |