UBS Call 335 2FE 20.09.2024
/ CH1319901257
UBS Call 335 2FE 20.09.2024/ CH1319901257 /
| 09/08/2024 19:35:23 |
Chg.+0.220 |
Bid19:59:34 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.490EUR |
+4.17% |
5.400
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
335.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM2C4J |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
335.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.15 |
| Intrinsic value: |
4.96 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
4.96 |
| Time value: |
0.50 |
| Break-even: |
389.60 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.13 |
| Spread %: |
2.44% |
| Delta: |
0.87 |
| Theta: |
-0.16 |
| Omega: |
6.12 |
| Rho: |
0.31 |
Quote data
| Open: |
5.310 |
| High: |
5.690 |
| Low: |
5.310 |
| Previous Close: |
5.270 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.22% |
| 1 Month |
|
|
-17.44% |
| 3 Months |
|
|
+3.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.840 |
5.270 |
| 1M High / 1M Low: |
6.990 |
5.020 |
| 6M High / 6M Low: |
8.450 |
4.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.745 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.293 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.81% |
| Volatility 6M: |
|
110.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
