UBS Call 350 2FE 20.12.2024
/ CH1319918152
UBS Call 350 2FE 20.12.2024/ CH1319918152 /
| 03/09/2024 19:28:01 |
Chg.-0.360 |
Bid19:59:58 |
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 |
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: |
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: |
CL |
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: |
|
- |
