UBS Call 340 2FE 20.09.2024
/ CH1319901265
UBS Call 340 2FE 20.09.2024/ CH1319901265 /
| 7/5/2024 7:36:04 PM |
Chg.-0.620 |
Bid7:59:26 PM |
Ask7:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.460EUR |
-10.20% |
5.430
Bid Size: 750 |
5.580
Ask Size: 750 |
FERRARI N.V. |
340.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.18 |
| Intrinsic value: |
4.72 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
4.72 |
| Time value: |
1.08 |
| Break-even: |
398.00 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
2.65% |
| Delta: |
0.80 |
| Theta: |
-0.15 |
| Omega: |
5.37 |
| Rho: |
0.53 |
Quote data
| Open: |
6.060 |
| High: |
6.190 |
| Low: |
5.460 |
| Previous Close: |
6.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.98% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-13.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.080 |
5.130 |
| 1M High / 1M Low: |
6.380 |
4.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.601 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
