UBS Call 320 2FE 20.09.2024
/ CH1319901224
UBS Call 320 2FE 20.09.2024/ CH1319901224 /
| 28/06/2024 21:54:48 |
Chg.-0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.730EUR |
-2.04% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
320.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM17Z4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.57 |
| Intrinsic value: |
6.22 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
6.22 |
| Time value: |
0.81 |
| Break-even: |
390.30 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.30 |
| Spread %: |
4.46% |
| Delta: |
0.86 |
| Theta: |
-0.12 |
| Omega: |
4.69 |
| Rho: |
0.59 |
Quote data
| Open: |
6.910 |
| High: |
7.170 |
| Low: |
6.600 |
| Previous Close: |
6.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.68% |
| 1 Month |
|
|
+3.22% |
| 3 Months |
|
|
-28.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.150 |
6.730 |
| 1M High / 1M Low: |
8.220 |
6.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
