UBS Call 350 2FE 20.12.2024
/ CH1319918152
UBS Call 350 2FE 20.12.2024/ CH1319918152 /
9/3/2024 7:28:01 PM |
Chg.-0.360 |
Bid7:59:58 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
10.120EUR |
-3.44% |
9.960 Bid Size: 500 |
- Ask Size: - |
FERRARI N.V. |
350.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
2/1/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
10.14 |
Intrinsic value: |
9.71 |
Implied volatility: |
0.37 |
Historic volatility: |
0.25 |
Parity: |
9.71 |
Time value: |
0.75 |
Break-even: |
454.60 |
Moneyness: |
1.28 |
Premium: |
0.02 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.92 |
Theta: |
-0.09 |
Omega: |
3.91 |
Rho: |
0.90 |
Quote data
Open: |
10.610 |
High: |
10.710 |
Low: |
10.110 |
Previous Close: |
10.480 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.37% |
1 Month |
|
|
+64.29% |
3 Months |
|
|
+101.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.480 |
9.690 |
1M High / 1M Low: |
10.480 |
5.300 |
6M High / 6M Low: |
10.480 |
4.920 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.140 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.764 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.206 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.12% |
Volatility 6M: |
|
103.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |