UBS Call 340 2FE 20.12.2024
/ CH1319918137
UBS Call 340 2FE 20.12.2024/ CH1319918137 /
| 2024-07-26 9:54:32 PM |
Chg.+0.520 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.890EUR |
+9.68% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
340.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2RBT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.92 |
| Intrinsic value: |
3.75 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
3.75 |
| Time value: |
2.29 |
| Break-even: |
400.40 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
2.55% |
| Delta: |
0.73 |
| Theta: |
-0.13 |
| Omega: |
4.54 |
| Rho: |
0.86 |
Quote data
| Open: |
5.330 |
| High: |
6.020 |
| Low: |
5.290 |
| Previous Close: |
5.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.13% |
| 1 Month |
|
|
-1.67% |
| 3 Months |
|
|
-17.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.670 |
5.370 |
| 1M High / 1M Low: |
7.580 |
5.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
