UBS Call 325 2FE 20.12.2024
/ CH1319918103
UBS Call 325 2FE 20.12.2024/ CH1319918103 /
| 02/08/2024 19:34:13 |
Chg.+1.530 |
Bid19:59:14 |
Ask19:59:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.180EUR |
+23.01% |
8.070
Bid Size: 750 |
8.220
Ask Size: 750 |
FERRARI N.V. |
325.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM166J |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
325.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.04 |
| Intrinsic value: |
6.34 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
6.34 |
| Time value: |
1.50 |
| Break-even: |
403.40 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
1.95% |
| Delta: |
0.82 |
| Theta: |
-0.11 |
| Omega: |
4.06 |
| Rho: |
0.92 |
Quote data
| Open: |
7.660 |
| High: |
8.180 |
| Low: |
7.450 |
| Previous Close: |
6.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.77% |
| 1 Month |
|
|
+12.21% |
| 3 Months |
|
|
-2.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.190 |
6.650 |
| 1M High / 1M Low: |
8.860 |
6.650 |
| 6M High / 6M Low: |
9.350 |
4.940 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.916 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.549 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.90% |
| Volatility 6M: |
|
84.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
