UBS Call 350 2FE 20.09.2024
/ CH1319931072
UBS Call 350 2FE 20.09.2024/ CH1319931072 /
| 7/12/2024 7:26:09 PM |
Chg.+0.320 |
Bid7:57:44 PM |
Ask7:57:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.660EUR |
+5.99% |
5.670
Bid Size: 750 |
5.820
Ask Size: 750 |
FERRARI N.V. |
350.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
UM188B |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
2/1/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.37 |
| Intrinsic value: |
4.96 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
4.96 |
| Time value: |
0.80 |
| Break-even: |
407.60 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
2.67% |
| Delta: |
0.84 |
| Theta: |
-0.14 |
| Omega: |
5.81 |
| Rho: |
0.52 |
Quote data
| Open: |
5.390 |
| High: |
5.680 |
| Low: |
5.390 |
| Previous Close: |
5.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.98% |
| 1 Month |
|
|
+16.94% |
| 3 Months |
|
|
+3.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.830 |
5.340 |
| 1M High / 1M Low: |
5.830 |
4.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.947 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
