UBS Call 355 2FE 20.09.2024
/ CH1319931080
UBS Call 355 2FE 20.09.2024/ CH1319931080 /
| 09/08/2024 10:14:10 |
Chg.+0.41 |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.74EUR |
+12.31% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
355.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM2KJR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
355.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.43 |
| Intrinsic value: |
3.04 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
3.04 |
| Time value: |
0.66 |
| Break-even: |
392.00 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.80 |
| Theta: |
-0.17 |
| Omega: |
8.30 |
| Rho: |
0.31 |
Quote data
| Open: |
3.74 |
| High: |
3.74 |
| Low: |
3.74 |
| Previous Close: |
3.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.20% |
| 1 Month |
|
|
-23.36% |
| 3 Months |
|
|
-10.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.03 |
3.33 |
| 1M High / 1M Low: |
5.21 |
3.21 |
| 6M High / 6M Low: |
6.88 |
3.21 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.56% |
| Volatility 6M: |
|
132.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
