UBS Call 345 2FE 20.12.2024
/ CH1319918145
UBS Call 345 2FE 20.12.2024/ CH1319918145 /
| 2024-07-29 10:13:40 AM |
Chg.-0.18 |
Bid11:43:50 AM |
Ask11:43:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.41EUR |
-3.22% |
5.46
Bid Size: 2,500 |
5.51
Ask Size: 2,500 |
FERRARI N.V. |
345.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.55 |
| Intrinsic value: |
3.25 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
3.25 |
| Time value: |
2.42 |
| Break-even: |
401.70 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
2.72% |
| Delta: |
0.71 |
| Theta: |
-0.13 |
| Omega: |
4.72 |
| Rho: |
0.83 |
Quote data
| Open: |
5.41 |
| High: |
5.41 |
| Low: |
5.41 |
| Previous Close: |
5.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.20% |
| 1 Month |
|
|
-8.46% |
| 3 Months |
|
|
-19.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.08 |
5.10 |
| 1M High / 1M Low: |
7.02 |
5.10 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
