UBS Call 315 2FE 20.12.2024
/ CH1319918087
UBS Call 315 2FE 20.12.2024/ CH1319918087 /
2024-05-23 7:31:08 PM |
Chg.-0.050 |
Bid7:59:57 PM |
Ask7:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.540EUR |
-0.58% |
8.470 Bid Size: 750 |
8.620 Ask Size: 750 |
FERRARI N.V. |
315.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
UM2C6G |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
315.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-01 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.04 |
Intrinsic value: |
7.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
7.00 |
Time value: |
1.52 |
Break-even: |
400.20 |
Moneyness: |
1.22 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.15 |
Spread %: |
1.79% |
Delta: |
0.85 |
Theta: |
-0.08 |
Omega: |
3.83 |
Rho: |
1.39 |
Quote data
Open: |
8.860 |
High: |
8.860 |
Low: |
8.400 |
Previous Close: |
8.590 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-3.39% |
1 Month |
|
|
-6.36% |
3 Months |
|
|
+1.79% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.970 |
8.490 |
1M High / 1M Low: |
9.630 |
7.710 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.688 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.628 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.22% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |