UBS Call 325 2FE 20.12.2024
/ CH1319918103
UBS Call 325 2FE 20.12.2024/ CH1319918103 /
| 2024-05-27 7:36:48 PM |
Chg.+0.240 |
Bid7:48:10 PM |
Ask7:48:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.930EUR |
+3.12% |
7.900
Bid Size: 750 |
8.050
Ask Size: 750 |
FERRARI N.V. |
325.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
UM166J |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
325.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.28 |
| Intrinsic value: |
6.11 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
6.11 |
| Time value: |
1.65 |
| Break-even: |
402.60 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.15 |
| Spread %: |
1.97% |
| Delta: |
0.83 |
| Theta: |
-0.08 |
| Omega: |
4.11 |
| Rho: |
1.37 |
Quote data
| Open: |
7.820 |
| High: |
7.960 |
| Low: |
7.690 |
| Previous Close: |
7.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.85% |
| 1 Month |
|
|
-4.92% |
| 3 Months |
|
|
+0.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.790 |
7.690 |
| 1M High / 1M Low: |
8.790 |
6.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.734 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.762 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
