UBS Call 320 2FE 20.12.2024
/ CH1319918095
UBS Call 320 2FE 20.12.2024/ CH1319918095 /
2024-08-16 11:22:17 AM |
Chg.- |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.64EUR |
- |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
320.00 - |
2024-12-20 |
Call |
Master data
WKN: |
UM2GC4 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-01 |
Last trading day: |
2024-08-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.06 |
Intrinsic value: |
12.71 |
Implied volatility: |
- |
Historic volatility: |
0.25 |
Parity: |
12.71 |
Time value: |
-2.07 |
Break-even: |
426.40 |
Moneyness: |
1.40 |
Premium: |
-0.05 |
Premium p.a.: |
-0.15 |
Spread abs.: |
0.23 |
Spread %: |
2.21% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
10.64 |
High: |
10.64 |
Low: |
10.64 |
Previous Close: |
8.81 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+30.55% |
3 Months |
|
|
+44.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
10.64 |
7.29 |
6M High / 6M Low: |
10.64 |
6.95 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
8.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.18 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.43% |
Volatility 6M: |
|
88.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |