UBS Call 335 2FE 20.12.2024
/ CH1319918129
UBS Call 335 2FE 20.12.2024/ CH1319918129 /
16/08/2024 15:06:34 |
Chg.+1.180 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
9.070EUR |
+14.96% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
335.00 - |
20/12/2024 |
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 - |
Maturity: |
20/12/2024 |
Issue date: |
01/02/2024 |
Last trading day: |
20/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.59 |
Intrinsic value: |
11.21 |
Implied volatility: |
- |
Historic volatility: |
0.25 |
Parity: |
11.21 |
Time value: |
-1.92 |
Break-even: |
427.90 |
Moneyness: |
1.33 |
Premium: |
-0.04 |
Premium p.a.: |
-0.14 |
Spread abs.: |
0.22 |
Spread %: |
2.43% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
8.910 |
High: |
9.440 |
Low: |
8.860 |
Previous Close: |
7.890 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+22.07% |
3 Months |
|
|
+48.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
9.070 |
6.310 |
6M High / 6M Low: |
9.070 |
5.740 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
7.109 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.001 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.57% |
Volatility 6M: |
|
99.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |