UBS Call 345 2FE 20.12.2024
/ CH1319918145
UBS Call 345 2FE 20.12.2024/ CH1319918145 /
| 7/31/2024 10:21:27 AM |
Chg.- |
Bid9:46:46 AM |
Ask9:46:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.41EUR |
- |
5.14
Bid Size: 2,500 |
5.19
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: |
6.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.95 |
| Intrinsic value: |
3.80 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
3.80 |
| Time value: |
1.82 |
| Break-even: |
401.20 |
| Moneyness: |
1.11 |
| Premium: |
0.05 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
2.74% |
| Delta: |
0.75 |
| Theta: |
-0.11 |
| Omega: |
5.10 |
| Rho: |
0.89 |
Quote data
| Open: |
5.41 |
| High: |
5.41 |
| Low: |
5.41 |
| Previous Close: |
5.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.08% |
| 1 Month |
|
|
-7.20% |
| 3 Months |
|
|
-19.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.59 |
5.10 |
| 1M High / 1M Low: |
7.02 |
5.10 |
| 6M High / 6M Low: |
7.83 |
3.71 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.08% |
| Volatility 6M: |
|
99.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
