UBS Call 345 2FE 20.09.2024
/ CH1319931064
UBS Call 345 2FE 20.09.2024/ CH1319931064 /
| 2024-07-29 7:36:59 PM |
Chg.-0.290 |
Bid7:59:27 PM |
Ask7:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.190EUR |
-6.47% |
4.200
Bid Size: 750 |
4.350
Ask Size: 750 |
FERRARI N.V. |
345.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2C29 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
345.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.70 |
| Intrinsic value: |
3.25 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.24 |
| Parity: |
3.25 |
| Time value: |
1.36 |
| Break-even: |
391.10 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.15 |
| Spread %: |
3.36% |
| Delta: |
0.73 |
| Theta: |
-0.23 |
| Omega: |
6.02 |
| Rho: |
0.34 |
Quote data
| Open: |
4.470 |
| High: |
4.470 |
| Low: |
4.160 |
| Previous Close: |
4.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.87% |
| 1 Month |
|
|
-7.30% |
| 3 Months |
|
|
-34.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.130 |
4.150 |
| 1M High / 1M Low: |
6.260 |
4.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.212 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
