UBS Call 345 2FE 20.12.2024
/ CH1319918145
UBS Call 345 2FE 20.12.2024/ CH1319918145 /
| 9/25/2024 10:17:31 AM |
Chg.- |
Bid10:05:19 AM |
Ask10:05:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.77EUR |
- |
9.39
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
345.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM2L0B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
345.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.27 |
| Intrinsic value: |
7.93 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.25 |
| Parity: |
7.93 |
| Time value: |
0.84 |
| Break-even: |
432.70 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.11% |
| Delta: |
0.88 |
| Theta: |
-0.13 |
| Omega: |
4.24 |
| Rho: |
0.66 |
Quote data
| Open: |
8.77 |
| High: |
8.77 |
| Low: |
8.77 |
| Previous Close: |
9.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.27% |
| 1 Month |
|
|
-9.49% |
| 3 Months |
|
|
+29.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.02 |
8.10 |
| 1M High / 1M Low: |
11.19 |
8.02 |
| 6M High / 6M Low: |
11.19 |
5.08 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.60% |
| Volatility 6M: |
|
99.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
