UBS Call 345 2FE 20.12.2024
/ CH1319918145
UBS Call 345 2FE 20.12.2024/ CH1319918145 /
| 8/2/2024 2:46:41 PM |
Chg.+0.400 |
Bid3:04:57 PM |
Ask3:04:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.790EUR |
+7.42% |
5.820
Bid Size: 2,500 |
5.870
Ask Size: 2,500 |
FERRARI N.V. |
345.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.39 |
| Intrinsic value: |
4.34 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
4.34 |
| Time value: |
1.90 |
| Break-even: |
407.40 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
2.46% |
| Delta: |
0.76 |
| Theta: |
-0.12 |
| Omega: |
4.71 |
| Rho: |
0.89 |
Quote data
| Open: |
6.120 |
| High: |
6.280 |
| Low: |
5.790 |
| Previous Close: |
5.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.21% |
| 1 Month |
|
|
+0.70% |
| 3 Months |
|
|
-15.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.610 |
5.280 |
| 1M High / 1M Low: |
7.200 |
5.280 |
| 6M High / 6M Low: |
7.820 |
3.850 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.081 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.70% |
| Volatility 6M: |
|
94.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
