UBS Call 345 2FE 20.12.2024
/ CH1319918145
UBS Call 345 2FE 20.12.2024/ CH1319918145 /
| 03/09/2024 10:16:20 |
Chg.+0.44 |
Bid22:00:23 |
Ask22:00:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.19EUR |
+4.09% |
-
Bid Size: - |
-
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: |
4.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.62 |
| Intrinsic value: |
10.21 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
10.21 |
| Time value: |
0.54 |
| Break-even: |
452.50 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
-0.17 |
| Spread %: |
-1.56% |
| Delta: |
0.95 |
| Theta: |
-0.07 |
| Omega: |
3.95 |
| Rho: |
0.94 |
Quote data
| Open: |
11.19 |
| High: |
11.19 |
| Low: |
11.19 |
| Previous Close: |
10.75 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.57% |
| 1 Month |
|
|
+87.12% |
| 3 Months |
|
|
+102.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.19 |
10.03 |
| 1M High / 1M Low: |
11.19 |
5.38 |
| 6M High / 6M Low: |
11.19 |
5.08 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.21% |
| Volatility 6M: |
|
98.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
