UBS Call 350 2FE 20.12.2024
/ CH1319918152
UBS Call 350 2FE 20.12.2024/ CH1319918152 /
| 10/09/2024 21:54:27 |
Chg.-0.390 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.240EUR |
-4.52% |
-
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: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.41 |
| Intrinsic value: |
7.96 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
7.96 |
| Time value: |
0.81 |
| Break-even: |
437.70 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.14 |
| Spread %: |
1.62% |
| Delta: |
0.89 |
| Theta: |
-0.10 |
| Omega: |
4.36 |
| Rho: |
0.82 |
Quote data
| Open: |
8.540 |
| High: |
8.880 |
| Low: |
8.130 |
| Previous Close: |
8.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.18% |
| 1 Month |
|
|
+54.89% |
| 3 Months |
|
|
+44.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.830 |
8.330 |
| 1M High / 1M Low: |
10.590 |
5.410 |
| 6M High / 6M Low: |
10.590 |
4.680 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.328 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.73% |
| Volatility 6M: |
|
107.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
