UBS Call 340 2FE 20.09.2024/  CH1319901265  /

Frankfurt Zert./UBS
2024-07-30  2:44:51 PM Chg.+0.280 Bid3:08:14 PM Ask3:08:14 PM Underlying Strike price Expiration date Option type
4.870EUR +6.10% 4.950
Bid Size: 2,500
5.000
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: 7.68
Leverage: Yes

Calculated values

Fair value: 4.09
Intrinsic value: 3.73
Implied volatility: 0.46
Historic volatility: 0.24
Parity: 3.73
Time value: 1.18
Break-even: 389.10
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.24
Spread abs.: 0.15
Spread %: 3.15%
Delta: 0.76
Theta: -0.22
Omega: 5.86
Rho: 0.34
 

Quote data

Open: 4.790
High: 4.960
Low: 4.790
Previous Close: 4.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.41%
1 Month
  -1.02%
3 Months
  -23.91%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.560 4.590
1M High / 1M Low: 6.710 4.590
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.050
Avg. volume 1W:   0.000
Avg. price 1M:   5.641
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -