UBS Call 350 2FE 20.12.2024
/ CH1319918152
UBS Call 350 2FE 20.12.2024/ CH1319918152 /
| 2024-07-31 10:21:27 AM |
Chg.-0.05 |
Bid1:27:30 PM |
Ask1:27:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.05EUR |
-0.98% |
5.10
Bid Size: 2,500 |
5.15
Ask Size: 2,500 |
FERRARI N.V. |
350.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.30 |
| Intrinsic value: |
2.92 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
2.92 |
| Time value: |
2.28 |
| Break-even: |
402.00 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
2.97% |
| Delta: |
0.70 |
| Theta: |
-0.12 |
| Omega: |
5.13 |
| Rho: |
0.84 |
Quote data
| Open: |
5.05 |
| High: |
5.05 |
| Low: |
5.05 |
| Previous Close: |
5.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.01% |
| 3 Months |
|
|
-20.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.24 |
4.76 |
| 1M High / 1M Low: |
6.63 |
4.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
