UBS Call 355 2FE 20.09.2024/  CH1319931080  /

UBS Investment Bank
2024-07-26  9:54:52 PM Chg.+0.540 Bid- Ask- Underlying Strike price Expiration date Option type
3.690EUR +17.14% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 355.00 EUR 2024-09-20 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: 2024-09-20
Issue date: 2024-02-01
Last trading day: 2024-09-19
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: 3.110
High: 3.820
Low: 3.070
Previous Close: 3.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.65%
1 Month
  -3.66%
3 Months
  -36.60%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.450 3.150
1M High / 1M Low: 5.370 3.150
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.852
Avg. volume 1W:   0.000
Avg. price 1M:   4.355
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -