UBS Call 320 2FE 20.12.2024
/ CH1319918095
UBS Call 320 2FE 20.12.2024/ CH1319918095 /
| 2024-05-10 7:32:28 PM |
Chg.-0.390 |
Bid7:59:53 PM |
Ask7:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.310EUR |
-5.06% |
7.320
Bid Size: 750 |
7.470
Ask Size: 750 |
FERRARI N.V. |
320.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM2GC4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.76 |
| Intrinsic value: |
5.40 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
5.40 |
| Time value: |
2.22 |
| Break-even: |
396.20 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
2.01% |
| Delta: |
0.78 |
| Theta: |
-0.09 |
| Omega: |
3.85 |
| Rho: |
1.33 |
Quote data
| Open: |
7.420 |
| High: |
7.420 |
| Low: |
7.240 |
| Previous Close: |
7.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.89% |
| 1 Month |
|
|
-9.08% |
| 3 Months |
|
|
+18.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.820 |
7.310 |
| 1M High / 1M Low: |
9.240 |
7.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
