UBS Call 320 2FE 20.12.2024
/ CH1319918095
UBS Call 320 2FE 20.12.2024/ CH1319918095 /
| 10/07/2024 10:16:35 |
Chg.+0.10 |
Bid19:53:54 |
Ask19:53:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.83EUR |
+1.15% |
9.27
Bid Size: 750 |
9.42
Ask Size: 750 |
FERRARI N.V. |
320.00 EUR |
20/12/2024 |
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 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.41 |
| Intrinsic value: |
7.70 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
7.70 |
| Time value: |
1.12 |
| Break-even: |
408.20 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.15 |
| Spread %: |
1.73% |
| Delta: |
0.88 |
| Theta: |
-0.08 |
| Omega: |
3.94 |
| Rho: |
1.16 |
Quote data
| Open: |
8.83 |
| High: |
8.83 |
| Low: |
8.83 |
| Previous Close: |
8.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.27% |
| 1 Month |
|
|
+14.68% |
| 3 Months |
|
|
+7.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.82 |
8.55 |
| 1M High / 1M Low: |
8.82 |
7.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
