UBS Call 330 2FE 20.12.2024
/ CH1319918111
UBS Call 330 2FE 20.12.2024/ CH1319918111 /
| 2024-07-29 10:13:40 AM |
Chg.-0.18 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.54EUR |
-2.68% |
-
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: |
5.69 |
| 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: |
0.86 |
Quote data
| Open: |
6.54 |
| High: |
6.54 |
| Low: |
6.54 |
| Previous Close: |
6.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.44% |
| 1 Month |
|
|
-7.37% |
| 3 Months |
|
|
-17.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.26 |
6.20 |
| 1M High / 1M Low: |
8.25 |
6.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
