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: |
|
- |