UBS Call 335 2FE 20.12.2024
/ CH1319918129
UBS Call 335 2FE 20.12.2024/ CH1319918129 /
| 02/08/2024 10:15:30 |
Chg.+0.96 |
Bid15:49:15 |
Ask15:49:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.75EUR |
+16.58% |
6.95
Bid Size: 2,500 |
7.00
Ask Size: 2,500 |
FERRARI N.V. |
335.00 EUR |
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 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.19 |
| Intrinsic value: |
5.34 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
5.34 |
| Time value: |
1.68 |
| Break-even: |
405.20 |
| Moneyness: |
1.16 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
2.18% |
| Delta: |
0.79 |
| Theta: |
-0.12 |
| Omega: |
4.37 |
| Rho: |
0.91 |
Quote data
| Open: |
6.75 |
| High: |
6.75 |
| Low: |
6.75 |
| Previous Close: |
5.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.64% |
| 1 Month |
|
|
+9.76% |
| 3 Months |
|
|
-6.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.33 |
5.79 |
| 1M High / 1M Low: |
7.83 |
5.79 |
| 6M High / 6M Low: |
8.60 |
4.21 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.47% |
| Volatility 6M: |
|
94.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
