UBS Call 355 2FE 20.12.2024/  CH1319918160  /

EUWAX
10/11/2024  10:23:18 AM Chg.-0.12 Bid1:47:08 PM Ask1:47:08 PM Underlying Strike price Expiration date Option type
6.69EUR -1.76% 7.40
Bid Size: 2,000
-
Ask Size: -
FERRARI N.V. 355.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 2/1/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.19
Leverage: Yes

Calculated values

Fair value: 6.53
Intrinsic value: 6.19
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 6.19
Time value: 0.55
Break-even: 422.40
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.89
Theta: -0.11
Omega: 5.52
Rho: 0.58
 

Quote data

Open: 6.69
High: 6.69
Low: 6.69
Previous Close: 6.81
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.38%
1 Month
  -14.23%
3 Months  
+7.04%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.97 6.23
1M High / 1M Low: 8.46 6.23
6M High / 6M Low: 10.27 4.41
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.57
Avg. volume 1W:   0.00
Avg. price 1M:   7.43
Avg. volume 1M:   0.00
Avg. price 6M:   6.24
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.79%
Volatility 6M:   106.60%
Volatility 1Y:   -
Volatility 3Y:   -