UBS Call 310 2FE 20.09.2024
/ CH1319901208
UBS Call 310 2FE 20.09.2024/ CH1319901208 /
| 02/08/2024 21:54:38 |
Chg.+0.570 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.830EUR |
+6.90% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
310.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.69 |
| Intrinsic value: |
8.54 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.24 |
| Parity: |
8.54 |
| Time value: |
0.44 |
| Break-even: |
399.80 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
1.70% |
| Delta: |
0.92 |
| Theta: |
-0.14 |
| Omega: |
4.05 |
| Rho: |
0.36 |
Quote data
| Open: |
8.080 |
| High: |
8.860 |
| Low: |
7.640 |
| Previous Close: |
8.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.16% |
| 1 Month |
|
|
+5.88% |
| 3 Months |
|
|
-11.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.830 |
7.370 |
| 1M High / 1M Low: |
9.470 |
6.890 |
| 6M High / 6M Low: |
10.460 |
5.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.75% |
| Volatility 6M: |
|
91.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
