UBS Call 345 2FE 20.12.2024
/ CH1319918145
UBS Call 345 2FE 20.12.2024/ CH1319918145 /
| 13/11/2024 08:19:16 |
Chg.-0.100 |
Bid08:19:16 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.740EUR |
-1.46% |
6.740
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
345.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2L0B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
345.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.14 |
| Intrinsic value: |
7.02 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.26 |
| Parity: |
7.02 |
| Time value: |
0.77 |
| Break-even: |
422.90 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.95 |
| Spread %: |
13.89% |
| Delta: |
0.86 |
| Theta: |
-0.27 |
| Omega: |
4.56 |
| Rho: |
0.28 |
Quote data
| Open: |
6.710 |
| High: |
6.740 |
| Low: |
6.700 |
| Previous Close: |
6.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.02% |
| 1 Month |
|
|
-23.84% |
| 3 Months |
|
|
+8.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.110 |
6.840 |
| 1M High / 1M Low: |
11.150 |
6.840 |
| 6M High / 6M Low: |
11.150 |
5.020 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.483 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.504 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.34% |
| Volatility 6M: |
|
109.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
