UBS Call 310 2FE 20.12.2024
/ CH1319931098
UBS Call 310 2FE 20.12.2024/ CH1319931098 /
2024-05-10 7:33:56 PM |
Chg.-0.410 |
Bid7:55:43 PM |
Ask7:55:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.100EUR |
-4.82% |
8.110 Bid Size: 750 |
8.260 Ask Size: 750 |
FERRARI N.V. |
310.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-02-01 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.56 |
Intrinsic value: |
6.40 |
Implied volatility: |
0.37 |
Historic volatility: |
0.25 |
Parity: |
6.40 |
Time value: |
2.02 |
Break-even: |
394.20 |
Moneyness: |
1.21 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.15 |
Spread %: |
1.81% |
Delta: |
0.81 |
Theta: |
-0.09 |
Omega: |
3.60 |
Rho: |
1.34 |
Quote data
Open: |
8.150 |
High: |
8.220 |
Low: |
8.040 |
Previous Close: |
8.510 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-19.56% |
1 Month |
|
|
-8.68% |
3 Months |
|
|
+18.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.660 |
8.100 |
1M High / 1M Low: |
10.070 |
8.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.686 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.024 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |