UBS Call 350 2FE 20.12.2024
/ CH1319918152
UBS Call 350 2FE 20.12.2024/ CH1319918152 /
| 10/8/2024 10:19:12 AM |
Chg.+0.21 |
Bid6:19:01 PM |
Ask6:19:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.94EUR |
+3.12% |
7.52
Bid Size: 1,000 |
-
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: |
6.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.27 |
| Intrinsic value: |
5.90 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
5.90 |
| Time value: |
0.83 |
| Break-even: |
417.30 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
-0.07 |
| Spread %: |
-1.03% |
| Delta: |
0.85 |
| Theta: |
-0.14 |
| Omega: |
5.15 |
| Rho: |
0.56 |
Quote data
| Open: |
6.94 |
| High: |
6.94 |
| Low: |
6.94 |
| Previous Close: |
6.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.90% |
| 1 Month |
|
|
-20.50% |
| 3 Months |
|
|
+8.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.06 |
6.64 |
| 1M High / 1M Low: |
8.90 |
6.64 |
| 6M High / 6M Low: |
10.73 |
4.74 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.25% |
| Volatility 6M: |
|
102.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
