UBS Call 315 2FE 20.12.2024
/ CH1319918087
UBS Call 315 2FE 20.12.2024/ CH1319918087 /
| 2024-05-10 7:41:19 PM |
Chg.-0.400 |
Bid7:59:53 PM |
Ask7:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.710EUR |
-4.93% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.16 |
| Intrinsic value: |
5.90 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
5.90 |
| Time value: |
2.12 |
| Break-even: |
395.20 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
1.91% |
| Delta: |
0.80 |
| Theta: |
-0.09 |
| Omega: |
3.72 |
| Rho: |
1.33 |
Quote data
| Open: |
7.750 |
| High: |
7.810 |
| Low: |
7.630 |
| Previous Close: |
8.110 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.56% |
| 1 Month |
|
|
-8.76% |
| 3 Months |
|
|
+31.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.240 |
7.710 |
| 1M High / 1M Low: |
9.630 |
7.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.248 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
