UBS Call 335 2FE 20.12.2024
/ CH1319918129
UBS Call 335 2FE 20.12.2024/ CH1319918129 /
| 2024-06-27 6:11:44 PM |
Chg.-0.440 |
Bid6:45:15 PM |
Ask6:45:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.610EUR |
-6.24% |
6.700
Bid Size: 1,000 |
6.800
Ask Size: 1,000 |
FERRARI N.V. |
335.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2GBS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
335.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.66 |
| Intrinsic value: |
5.59 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
5.59 |
| Time value: |
1.44 |
| Break-even: |
405.30 |
| Moneyness: |
1.17 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.15 |
| Spread %: |
2.18% |
| Delta: |
0.82 |
| Theta: |
-0.09 |
| Omega: |
4.58 |
| Rho: |
1.21 |
Quote data
| Open: |
7.090 |
| High: |
7.090 |
| Low: |
6.600 |
| Previous Close: |
7.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.08% |
| 1 Month |
|
|
-7.55% |
| 3 Months |
|
|
-22.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.650 |
7.030 |
| 1M High / 1M Low: |
7.670 |
5.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.845 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
