UBS Call 310 2FE 20.12.2024
/ CH1319931098
UBS Call 310 2FE 20.12.2024/ CH1319931098 /
| 2024-05-27 7:48:10 PM |
Chg.+0.300 |
Bid7:48:10 PM |
Ask7:48:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.130EUR |
+3.40% |
9.130
Bid Size: 750 |
9.280
Ask Size: 750 |
FERRARI N.V. |
310.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM17WB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.54 |
| Intrinsic value: |
7.61 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
7.61 |
| Time value: |
1.37 |
| Break-even: |
399.80 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.15 |
| Spread %: |
1.70% |
| Delta: |
0.87 |
| Theta: |
-0.07 |
| Omega: |
3.73 |
| Rho: |
1.39 |
Quote data
| Open: |
8.790 |
| High: |
9.220 |
| Low: |
8.780 |
| Previous Close: |
8.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.58% |
| 1 Month |
|
|
-4.90% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.970 |
8.720 |
| 1M High / 1M Low: |
10.090 |
8.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.955 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
