UBS Call 330 2FE 20.12.2024
/ CH1319918111
UBS Call 330 2FE 20.12.2024/ CH1319918111 /
| 2024-07-05 7:26:18 PM |
Chg.-0.600 |
Bid7:59:26 PM |
Ask7:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.210EUR |
-7.68% |
7.180
Bid Size: 750 |
7.330
Ask Size: 750 |
FERRARI N.V. |
330.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2THZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.68 |
| Intrinsic value: |
5.72 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
5.72 |
| Time value: |
1.82 |
| Break-even: |
405.40 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
2.03% |
| Delta: |
0.80 |
| Theta: |
-0.11 |
| Omega: |
4.08 |
| Rho: |
1.06 |
Quote data
| Open: |
7.730 |
| High: |
8.030 |
| Low: |
7.210 |
| Previous Close: |
7.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.93% |
| 1 Month |
|
|
+0.56% |
| 3 Months |
|
|
-0.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.810 |
6.890 |
| 1M High / 1M Low: |
8.080 |
6.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.344 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
