UBS Call 350 2FE 20.12.2024
/ CH1319918152
UBS Call 350 2FE 20.12.2024/ CH1319918152 /
2024-05-27 7:29:37 PM |
Chg.+0.210 |
Bid7:45:51 PM |
Ask7:45:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.040EUR |
+3.60% |
6.020 Bid Size: 750 |
6.170 Ask Size: 750 |
FERRARI N.V. |
350.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
UM2MUH |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
350.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-01 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.38 |
Intrinsic value: |
3.61 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
3.61 |
Time value: |
2.30 |
Break-even: |
409.10 |
Moneyness: |
1.10 |
Premium: |
0.06 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.15 |
Spread %: |
2.60% |
Delta: |
0.74 |
Theta: |
-0.09 |
Omega: |
4.83 |
Rho: |
1.28 |
Quote data
Open: |
5.960 |
High: |
6.080 |
Low: |
5.870 |
Previous Close: |
5.830 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+3.42% |
1 Month |
|
|
-6.36% |
3 Months |
|
|
-2.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.930 |
5.830 |
1M High / 1M Low: |
6.880 |
5.170 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.872 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.913 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |