UBS Call 355 2FE 20.12.2024
/ CH1319918160
UBS Call 355 2FE 20.12.2024/ CH1319918160 /
| 9/26/2024 9:52:59 PM |
Chg.+0.150 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.030EUR |
+1.90% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
355.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM2RC5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
355.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.33 |
| Intrinsic value: |
6.93 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
6.93 |
| Time value: |
0.95 |
| Break-even: |
433.80 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
-0.14 |
| Omega: |
4.60 |
| Rho: |
0.66 |
Quote data
| Open: |
7.830 |
| High: |
8.720 |
| Low: |
7.830 |
| Previous Close: |
7.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.69% |
| 1 Month |
|
|
-4.97% |
| 3 Months |
|
|
+48.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.200 |
7.580 |
| 1M High / 1M Low: |
10.130 |
6.710 |
| 6M High / 6M Low: |
10.130 |
4.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.363 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.61% |
| Volatility 6M: |
|
113.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
