UBS Call 315 2FE 20.09.2024
/ CH1319901216
UBS Call 315 2FE 20.09.2024/ CH1319901216 /
| 12/07/2024 10:11:37 |
Chg.-0.25 |
Bid22:00:13 |
Ask22:00:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.56EUR |
-2.84% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
315.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM17YS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
315.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.33 |
| Intrinsic value: |
8.10 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
8.10 |
| Time value: |
0.44 |
| Break-even: |
400.40 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.15 |
| Spread %: |
1.79% |
| Delta: |
0.93 |
| Theta: |
-0.09 |
| Omega: |
4.31 |
| Rho: |
0.54 |
Quote data
| Open: |
8.56 |
| High: |
8.56 |
| Low: |
8.56 |
| Previous Close: |
8.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.06% |
| 1 Month |
|
|
+11.31% |
| 3 Months |
|
|
-3.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.81 |
8.43 |
| 1M High / 1M Low: |
8.81 |
6.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
