UBS Call 330 2FE 20.12.2024
/ CH1319918111
UBS Call 330 2FE 20.12.2024/ CH1319918111 /
| 7/10/2024 9:54:00 PM |
Chg.+0.580 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.410EUR |
+7.41% |
-
Bid Size: - |
-
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: |
4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.53 |
| Intrinsic value: |
6.70 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
6.70 |
| Time value: |
1.28 |
| Break-even: |
409.80 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.15 |
| Spread %: |
1.92% |
| Delta: |
0.85 |
| Theta: |
-0.09 |
| Omega: |
4.22 |
| Rho: |
1.15 |
Quote data
| Open: |
7.770 |
| High: |
8.440 |
| Low: |
7.770 |
| Previous Close: |
7.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.08% |
| 1 Month |
|
|
+17.13% |
| 3 Months |
|
|
+11.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.880 |
7.390 |
| 1M High / 1M Low: |
8.130 |
6.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.391 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
