UBS Call 310 2FE 20.12.2024
/ CH1319931098
UBS Call 310 2FE 20.12.2024/ CH1319931098 /
| 9/26/2024 9:16:57 PM |
Chg.+0.290 |
Bid9:16:57 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.300EUR |
+2.41% |
12.300
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
310.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.68 |
| Intrinsic value: |
11.43 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.25 |
| Parity: |
11.43 |
| Time value: |
0.58 |
| Break-even: |
430.10 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.10 |
| Omega: |
3.29 |
| Rho: |
0.64 |
Quote data
| Open: |
12.160 |
| High: |
12.910 |
| Low: |
12.020 |
| Previous Close: |
12.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.19% |
| 1 Month |
|
|
-2.15% |
| 3 Months |
|
|
+37.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.360 |
11.670 |
| 1M High / 1M Low: |
14.340 |
10.710 |
| 6M High / 6M Low: |
14.340 |
7.710 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.742 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.31% |
| Volatility 6M: |
|
82.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
