UBS Call 345 2FE 20.12.2024
/ CH1319918145
UBS Call 345 2FE 20.12.2024/ CH1319918145 /
| 10/18/2024 9:54:22 PM |
Chg.-0.100 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.240EUR |
-0.97% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.01 |
| Intrinsic value: |
9.81 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.25 |
| Parity: |
9.81 |
| Time value: |
0.43 |
| Break-even: |
447.40 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.11 |
| Omega: |
4.04 |
| Rho: |
0.53 |
Quote data
| Open: |
10.460 |
| High: |
10.770 |
| Low: |
10.080 |
| Previous Close: |
10.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.71% |
| 1 Month |
|
|
+17.70% |
| 3 Months |
|
|
+79.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.340 |
9.200 |
| 1M High / 1M Low: |
10.340 |
7.140 |
| 6M High / 6M Low: |
11.050 |
5.020 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.559 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.128 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.01% |
| Volatility 6M: |
|
109.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
