UBS Call 310 2FE 20.09.2024
/ CH1319901208
UBS Call 310 2FE 20.09.2024/ CH1319901208 /
| 8/9/2024 10:13:52 AM |
Chg.+0.51 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.79EUR |
+7.01% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
310.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
UM2KMB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.59 |
| Intrinsic value: |
7.46 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.25 |
| Parity: |
7.46 |
| Time value: |
0.33 |
| Break-even: |
387.90 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.12 |
| Spread %: |
1.56% |
| Delta: |
0.93 |
| Theta: |
-0.13 |
| Omega: |
4.59 |
| Rho: |
0.31 |
Quote data
| Open: |
7.79 |
| High: |
7.79 |
| Low: |
7.79 |
| Previous Close: |
7.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.80% |
| 1 Month |
|
|
-13.35% |
| 3 Months |
|
|
+4.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.02 |
7.28 |
| 1M High / 1M Low: |
9.29 |
6.96 |
| 6M High / 6M Low: |
10.59 |
6.17 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.12% |
| Volatility 6M: |
|
91.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
