UBS Call 335 2FE 20.12.2024
/ CH1319918129
UBS Call 335 2FE 20.12.2024/ CH1319918129 /
| 7/29/2024 10:13:40 AM |
Chg.-0.18 |
Bid4:32:11 PM |
Ask4:32:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.15EUR |
-2.84% |
5.96
Bid Size: 2,500 |
6.01
Ask Size: 2,500 |
FERRARI N.V. |
335.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.29 |
| Intrinsic value: |
4.25 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
4.25 |
| Time value: |
2.16 |
| Break-even: |
399.10 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
2.40% |
| Delta: |
0.74 |
| Theta: |
-0.13 |
| Omega: |
4.38 |
| Rho: |
0.85 |
Quote data
| Open: |
6.15 |
| High: |
6.15 |
| Low: |
6.15 |
| Previous Close: |
6.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.68% |
| 1 Month |
|
|
-7.80% |
| 3 Months |
|
|
-18.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.86 |
5.82 |
| 1M High / 1M Low: |
7.83 |
5.82 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
