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: |
|
- |