UBS Call 330 2FE 20.12.2024
/ CH1319918111
UBS Call 330 2FE 20.12.2024/ CH1319918111 /
2024-07-26 9:54:57 PM |
Chg.+0.540 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.650EUR |
+8.84% |
- Bid Size: - |
- Ask Size: - |
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: |
5.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.70 |
Intrinsic value: |
4.75 |
Implied volatility: |
0.41 |
Historic volatility: |
0.24 |
Parity: |
4.75 |
Time value: |
2.05 |
Break-even: |
398.00 |
Moneyness: |
1.14 |
Premium: |
0.05 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.15 |
Spread %: |
2.26% |
Delta: |
0.76 |
Theta: |
-0.13 |
Omega: |
4.22 |
Rho: |
0.88 |
Quote data
Open: |
6.070 |
High: |
6.790 |
Low: |
6.030 |
Previous Close: |
6.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.06% |
1 Month |
|
|
-1.48% |
3 Months |
|
|
-16.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.480 |
6.110 |
1M High / 1M Low: |
8.410 |
6.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.846 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.346 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |