UBS Call 320 2FE 20.09.2024
/ CH1319901224
UBS Call 320 2FE 20.09.2024/ CH1319901224 /
| 17/07/2024 17:45:12 |
Chg.-0.770 |
Bid17:45:12 |
Ask17:45:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.070EUR |
-9.82% |
7.070
Bid Size: 1,000 |
7.170
Ask Size: 1,000 |
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: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.29 |
| Intrinsic value: |
7.06 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.24 |
| Parity: |
7.06 |
| Time value: |
0.93 |
| Break-even: |
399.90 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
1.91% |
| Delta: |
0.85 |
| Theta: |
-0.18 |
| Omega: |
4.17 |
| Rho: |
0.45 |
Quote data
| Open: |
7.730 |
| High: |
7.740 |
| Low: |
6.860 |
| Previous Close: |
7.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.02% |
| 1 Month |
|
|
-6.36% |
| 3 Months |
|
|
-13.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.520 |
7.720 |
| 1M High / 1M Low: |
8.520 |
6.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.580 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
