UBS Call 350 2FE 20.09.2024
/ CH1319931072
UBS Call 350 2FE 20.09.2024/ CH1319931072 /
| 8/9/2024 10:14:10 AM |
Chg.+0.43 |
Bid11:29:01 AM |
Ask11:29:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.16EUR |
+11.53% |
4.36
Bid Size: 2,500 |
-
Ask Size: - |
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: |
9.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.85 |
| Intrinsic value: |
3.54 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
3.54 |
| Time value: |
0.57 |
| Break-even: |
391.10 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.16 |
| Omega: |
7.76 |
| Rho: |
0.32 |
Quote data
| Open: |
4.16 |
| High: |
4.16 |
| Low: |
4.16 |
| Previous Close: |
3.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.31% |
| 1 Month |
|
|
-21.36% |
| 3 Months |
|
|
-8.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.44 |
3.73 |
| 1M High / 1M Low: |
5.65 |
3.58 |
| 6M High / 6M Low: |
7.27 |
3.52 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.06% |
| Volatility 6M: |
|
128.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
