UBS Call 355 2FE 20.09.2024
/ CH1319931080
UBS Call 355 2FE 20.09.2024/ CH1319931080 /
| 05/07/2024 19:33:34 |
Chg.-0.570 |
Bid19:51:48 |
Ask19:51:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.250EUR |
-11.83% |
4.220
Bid Size: 750 |
4.370
Ask Size: 750 |
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: |
8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.93 |
| Intrinsic value: |
3.22 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
3.22 |
| Time value: |
1.35 |
| Break-even: |
400.70 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.15 |
| Spread %: |
3.39% |
| Delta: |
0.74 |
| Theta: |
-0.16 |
| Omega: |
6.29 |
| Rho: |
0.50 |
Quote data
| Open: |
4.730 |
| High: |
4.940 |
| Low: |
4.250 |
| Previous Close: |
4.820 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.73% |
| 1 Month |
|
|
-5.97% |
| 3 Months |
|
|
-19.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.820 |
3.950 |
| 1M High / 1M Low: |
5.140 |
3.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
