UBS Call 325 2FE 20.09.2024
/ CH1319901232
UBS Call 325 2FE 20.09.2024/ CH1319901232 /
| 2024-07-05 7:13:47 PM |
Chg.-0.650 |
Bid7:32:48 PM |
Ask7:32:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.760EUR |
-8.77% |
6.770
Bid Size: 1,000 |
6.870
Ask Size: 1,000 |
FERRARI N.V. |
325.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2RA6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
325.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.16 |
| Intrinsic value: |
6.85 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
6.85 |
| Time value: |
0.69 |
| Break-even: |
400.40 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
2.03% |
| Delta: |
0.88 |
| Theta: |
-0.12 |
| Omega: |
4.61 |
| Rho: |
0.57 |
Quote data
| Open: |
7.490 |
| High: |
7.550 |
| Low: |
6.760 |
| Previous Close: |
7.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.86% |
| 1 Month |
|
|
-2.45% |
| 3 Months |
|
|
-9.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.410 |
6.210 |
| 1M High / 1M Low: |
7.700 |
6.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.704 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
