UBS Call 340 2FE 20.09.2024/  CH1319901265  /

Frankfurt Zert./UBS
2024-07-29  11:06:47 AM Chg.-0.280 Bid11:39:24 AM Ask11:39:24 AM Underlying Strike price Expiration date Option type
4.720EUR -5.60% 4.810
Bid Size: 2,500
4.860
Ask Size: 2,500
FERRARI N.V. 340.00 EUR 2024-09-20 Call
 

Master data

WKN: UM2TDK
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 340.00 EUR
Maturity: 2024-09-20
Issue date: 2024-02-01
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.52
Leverage: Yes

Calculated values

Fair value: 4.12
Intrinsic value: 3.75
Implied volatility: 0.48
Historic volatility: 0.24
Parity: 3.75
Time value: 1.27
Break-even: 390.20
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.26
Spread abs.: 0.15
Spread %: 3.08%
Delta: 0.76
Theta: -0.23
Omega: 5.69
Rho: 0.34
 

Quote data

Open: 4.820
High: 4.820
Low: 4.720
Previous Close: 5.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.71%
1 Month
  -4.07%
3 Months
  -30.69%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.560 5.000
1M High / 1M Low: 6.710 5.000
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.270
Avg. volume 1W:   0.000
Avg. price 1M:   5.697
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -