UBS Call 345 2FE 20.09.2024
/ CH1319931064
UBS Call 345 2FE 20.09.2024/ CH1319931064 /
| 2024-07-05 9:59:59 AM |
Chg.+0.08 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.77EUR |
+1.41% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.75 |
| Intrinsic value: |
4.22 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
4.22 |
| Time value: |
1.15 |
| Break-even: |
398.70 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
2.87% |
| Delta: |
0.79 |
| Theta: |
-0.15 |
| Omega: |
5.67 |
| Rho: |
0.52 |
Quote data
| Open: |
5.77 |
| High: |
5.77 |
| Low: |
5.77 |
| Previous Close: |
5.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.76% |
| 1 Month |
|
|
+3.22% |
| 3 Months |
|
|
-0.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.77 |
4.38 |
| 1M High / 1M Low: |
5.77 |
4.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
