UBS Call 355 2FE 20.09.2024
/ CH1319931080
UBS Call 355 2FE 20.09.2024/ CH1319931080 /
26/07/2024 19:37:24 |
Chg.+0.270 |
Bid19:59:59 |
Ask19:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
3.690EUR |
+7.89% |
- 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: |
9.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.93 |
Intrinsic value: |
2.25 |
Implied volatility: |
0.43 |
Historic volatility: |
0.24 |
Parity: |
2.25 |
Time value: |
1.58 |
Break-even: |
393.30 |
Moneyness: |
1.06 |
Premium: |
0.04 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.15 |
Spread %: |
4.08% |
Delta: |
0.69 |
Theta: |
-0.22 |
Omega: |
6.77 |
Rho: |
0.33 |
Quote data
Open: |
3.330 |
High: |
3.710 |
Low: |
3.330 |
Previous Close: |
3.420 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.56% |
1 Month |
|
|
-2.12% |
3 Months |
|
|
-35.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.290 |
3.420 |
1M High / 1M Low: |
5.400 |
3.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.890 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.397 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.90% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |