UBS Call 330 2FE 20.12.2024
/ CH1319918111
UBS Call 330 2FE 20.12.2024/ CH1319918111 /
8/9/2024 7:31:59 PM |
Chg.+0.250 |
Bid7:59:37 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.980EUR |
+3.71% |
6.900 Bid Size: 750 |
- Ask Size: - |
FERRARI N.V. |
330.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/1/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.23 |
Intrinsic value: |
5.46 |
Implied volatility: |
0.36 |
Historic volatility: |
0.25 |
Parity: |
5.46 |
Time value: |
1.37 |
Break-even: |
398.30 |
Moneyness: |
1.17 |
Premium: |
0.04 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.81 |
Theta: |
-0.11 |
Omega: |
4.57 |
Rho: |
0.88 |
Quote data
Open: |
6.760 |
High: |
7.180 |
Low: |
6.760 |
Previous Close: |
6.730 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.82% |
1 Month |
|
|
-12.09% |
3 Months |
|
|
+6.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.330 |
6.730 |
1M High / 1M Low: |
8.280 |
6.380 |
6M High / 6M Low: |
8.950 |
4.990 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.992 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.091 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.279 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.46% |
Volatility 6M: |
|
92.72% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |