UBS Call 350 2FE 20.12.2024/  CH1319918152  /

EUWAX
2024-05-10  10:07:23 AM Chg.-0.26 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
5.21EUR -4.75% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 350.00 EUR 2024-12-20 Call
 

Master data

WKN: UM2MUH
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 350.00 EUR
Maturity: 2024-12-20
Issue date: 2024-02-01
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.85
Leverage: Yes

Calculated values

Fair value: 4.64
Intrinsic value: 2.40
Implied volatility: 0.33
Historic volatility: 0.25
Parity: 2.40
Time value: 3.06
Break-even: 404.60
Moneyness: 1.07
Premium: 0.08
Premium p.a.: 0.14
Spread abs.: 0.15
Spread %: 2.82%
Delta: 0.68
Theta: -0.10
Omega: 4.69
Rho: 1.23
 

Quote data

Open: 5.21
High: 5.21
Low: 5.21
Previous Close: 5.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.93%
1 Month
  -18.08%
3 Months  
+13.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.94 5.07
1M High / 1M Low: 6.94 5.07
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.88
Avg. volume 1W:   0.00
Avg. price 1M:   6.05
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -