UBS Call 330 2FE 20.09.2024
/ CH1319901240
UBS Call 330 2FE 20.09.2024/ CH1319901240 /
| 2024-07-26 9:54:55 PM |
Chg.+0.610 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.720EUR |
+11.94% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
330.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2BSJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.84 |
| Intrinsic value: |
4.54 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
4.54 |
| Time value: |
0.72 |
| Break-even: |
382.60 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
2.94% |
| Delta: |
0.83 |
| Theta: |
-0.15 |
| Omega: |
5.95 |
| Rho: |
0.40 |
Quote data
| Open: |
5.060 |
| High: |
5.870 |
| Low: |
5.020 |
| Previous Close: |
5.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.54% |
| 1 Month |
|
|
-10.49% |
| 3 Months |
|
|
-26.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.610 |
5.110 |
| 1M High / 1M Low: |
7.590 |
5.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
