UBS Call 325 2FE 20.12.2024
/ CH1319918103
UBS Call 325 2FE 20.12.2024/ CH1319918103 /
| 2024-07-26 9:54:32 PM |
Chg.+0.550 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.050EUR |
+8.46% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
325.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.11 |
| Intrinsic value: |
5.25 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
5.25 |
| Time value: |
1.95 |
| Break-even: |
397.00 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
2.13% |
| Delta: |
0.77 |
| Theta: |
-0.12 |
| Omega: |
4.06 |
| Rho: |
0.88 |
Quote data
| Open: |
6.450 |
| High: |
7.190 |
| Low: |
6.410 |
| Previous Close: |
6.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.65% |
| 1 Month |
|
|
-1.40% |
| 3 Months |
|
|
-14.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.890 |
6.500 |
| 1M High / 1M Low: |
8.830 |
6.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.786 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
