UBS Call 350 2FE 20.12.2024
/ CH1319918152
UBS Call 350 2FE 20.12.2024/ CH1319918152 /
| 08/11/2024 19:38:18 |
Chg.+0.560 |
Bid19:56:26 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.640EUR |
+7.91% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
350.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2MUH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.90 |
| Intrinsic value: |
6.76 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.26 |
| Parity: |
6.76 |
| Time value: |
0.83 |
| Break-even: |
425.90 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
-0.26 |
| Omega: |
4.66 |
| Rho: |
0.31 |
Quote data
| Open: |
6.810 |
| High: |
7.640 |
| Low: |
6.780 |
| Previous Close: |
7.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.64% |
| 1 Month |
|
|
+3.80% |
| 3 Months |
|
|
+39.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.250 |
6.410 |
| 1M High / 1M Low: |
10.620 |
6.410 |
| 6M High / 6M Low: |
10.620 |
4.920 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.115 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.69% |
| Volatility 6M: |
|
114.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
