UBS Call 335 2FE 20.12.2024
/ CH1319918129
UBS Call 335 2FE 20.12.2024/ CH1319918129 /
5/27/2024 7:37:14 PM |
Chg.+0.230 |
Bid7:48:10 PM |
Ask7:48:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.150EUR |
+3.32% |
7.120 Bid Size: 750 |
7.270 Ask Size: 750 |
FERRARI N.V. |
335.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
UM2GBS |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
335.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
2/1/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.48 |
Intrinsic value: |
5.11 |
Implied volatility: |
0.31 |
Historic volatility: |
0.24 |
Parity: |
5.11 |
Time value: |
1.88 |
Break-even: |
404.90 |
Moneyness: |
1.15 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.15 |
Spread %: |
2.19% |
Delta: |
0.79 |
Theta: |
-0.09 |
Omega: |
4.39 |
Rho: |
1.34 |
Quote data
Open: |
7.070 |
High: |
7.180 |
Low: |
6.890 |
Previous Close: |
6.920 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.03% |
1 Month |
|
|
-5.30% |
3 Months |
|
|
-0.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.020 |
6.920 |
1M High / 1M Low: |
8.310 |
6.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.964 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.083 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |