UBS Call 310 2FE 20.12.2024
/ CH1319931098
UBS Call 310 2FE 20.12.2024/ CH1319931098 /
2024-08-30 10:14:42 AM |
Chg.+0.59 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
14.32EUR |
+4.30% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
310.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-02-01 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.90 |
Intrinsic value: |
13.56 |
Implied volatility: |
0.50 |
Historic volatility: |
0.25 |
Parity: |
13.56 |
Time value: |
0.76 |
Break-even: |
453.20 |
Moneyness: |
1.44 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
-0.02 |
Spread %: |
-0.14% |
Delta: |
0.93 |
Theta: |
-0.10 |
Omega: |
2.90 |
Rho: |
0.83 |
Quote data
Open: |
14.32 |
High: |
14.32 |
Low: |
14.32 |
Previous Close: |
13.73 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.76% |
1 Month |
|
|
+75.49% |
3 Months |
|
|
+74.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.32 |
12.66 |
1M High / 1M Low: |
14.32 |
7.77 |
6M High / 6M Low: |
14.32 |
7.77 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.38 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
10.62 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
9.32 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.49% |
Volatility 6M: |
|
81.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |