UBS Call 315 2FE 20.09.2024
/ CH1319901216
UBS Call 315 2FE 20.09.2024/ CH1319901216 /
| 8/9/2024 10:13:52 AM |
Chg.+0.50 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.32EUR |
+7.33% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
315.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.09 |
| Intrinsic value: |
6.96 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
6.96 |
| Time value: |
0.23 |
| Break-even: |
386.90 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.09 |
| Omega: |
5.09 |
| Rho: |
0.33 |
Quote data
| Open: |
7.32 |
| High: |
7.32 |
| Low: |
7.32 |
| Previous Close: |
6.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.03% |
| 1 Month |
|
|
-14.08% |
| 3 Months |
|
|
+4.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.54 |
6.82 |
| 1M High / 1M Low: |
8.81 |
6.50 |
| 6M High / 6M Low: |
10.15 |
5.80 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.81% |
| Volatility 6M: |
|
96.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
