UBS Call 355 2FE 20.12.2024
/ CH1319918160
UBS Call 355 2FE 20.12.2024/ CH1319918160 /
| 2024-07-31 11:39:50 AM |
Chg.+0.040 |
Bid11:39:50 AM |
Ask11:39:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.750EUR |
+0.85% |
4.750
Bid Size: 2,500 |
4.800
Ask Size: 2,500 |
FERRARI N.V. |
355.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2RC5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
355.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.96 |
| Intrinsic value: |
2.42 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
2.42 |
| Time value: |
2.44 |
| Break-even: |
403.60 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
3.18% |
| Delta: |
0.68 |
| Theta: |
-0.13 |
| Omega: |
5.32 |
| Rho: |
0.82 |
Quote data
| Open: |
4.740 |
| High: |
4.910 |
| Low: |
4.620 |
| Previous Close: |
4.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.04% |
| 1 Month |
|
|
-3.26% |
| 3 Months |
|
|
-16.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.820 |
4.360 |
| 1M High / 1M Low: |
6.400 |
4.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
