UBS Call 315 2FE 20.12.2024
/ CH1319918087
UBS Call 315 2FE 20.12.2024/ CH1319918087 /
8/14/2024 7:01:07 PM |
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 |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/1/2024 |
Last trading day: |
12/19/2024 |
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 |
|
|
+23.83% |
1 Month |
|
|
+12.88% |
3 Months |
|
|
+18.45% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.080 |
8.060 |
1M High / 1M Low: |
10.080 |
7.290 |
6M High / 6M Low: |
10.100 |
6.510 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.634 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.318 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.506 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.20% |
Volatility 6M: |
|
85.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |