UBS Call 315 2FE 20.12.2024
/ CH1319918087
UBS Call 315 2FE 20.12.2024/ CH1319918087 /
| 14/08/2024 19:01:07 |
Chg.+1.380 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.080EUR |
+15.86% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
315.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2C6G |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
315.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.63 |
| Intrinsic value: |
7.08 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.25 |
| Parity: |
7.08 |
| Time value: |
1.62 |
| Break-even: |
402.00 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-0.13 |
| Omega: |
3.63 |
| Rho: |
0.80 |
Quote data
| Open: |
8.760 |
| High: |
10.090 |
| Low: |
8.700 |
| Previous Close: |
8.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
+5.99% |
| 3 Months |
|
|
+23.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.700 |
7.920 |
| 1M High / 1M Low: |
9.120 |
7.290 |
| 6M High / 6M Low: |
10.100 |
6.150 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.202 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.475 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.51% |
| Volatility 6M: |
|
83.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
