UBS Call 350 2FE 20.09.2024
/ CH1319931072
UBS Call 350 2FE 20.09.2024/ CH1319931072 /
| 26/07/2024 10:19:01 |
Chg.+0.51 |
Bid18:21:34 |
Ask18:21:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.11EUR |
+14.17% |
4.10
Bid Size: 1,000 |
4.20
Ask Size: 1,000 |
FERRARI N.V. |
350.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.15 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
2.54 |
| Time value: |
1.12 |
| Break-even: |
386.60 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.15 |
| Spread %: |
4.27% |
| Delta: |
0.73 |
| Theta: |
-0.18 |
| Omega: |
7.49 |
| Rho: |
0.36 |
Quote data
| Open: |
4.11 |
| High: |
4.11 |
| Low: |
4.11 |
| Previous Close: |
3.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.26% |
| 1 Month |
|
|
-22.74% |
| 3 Months |
|
|
-25.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.65 |
3.60 |
| 1M High / 1M Low: |
5.65 |
3.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
