UBS Call 355 2FE 20.09.2024/  CH1319931080  /

EUWAX
14/08/2024  10:15:09 Chg.+0.77 Bid22:00:20 Ask22:00:20 Underlying Strike price Expiration date Option type
4.70EUR +19.59% -
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: 9.25
Leverage: Yes

Calculated values

Fair value: 3.40
Intrinsic value: 3.08
Implied volatility: 0.47
Historic volatility: 0.25
Parity: 3.08
Time value: 1.09
Break-even: 396.70
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.32
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.74
Theta: -0.28
Omega: 6.88
Rho: 0.25
 

Quote data

Open: 4.70
High: 4.70
Low: 4.70
Previous Close: 3.93
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.14%
1 Month
  -6.75%
3 Months  
+10.85%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.70 3.33
1M High / 1M Low: 5.04 3.21
6M High / 6M Low: 6.88 3.21
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.93
Avg. volume 1W:   0.00
Avg. price 1M:   3.88
Avg. volume 1M:   0.00
Avg. price 6M:   4.76
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.73%
Volatility 6M:   135.27%
Volatility 1Y:   -
Volatility 3Y:   -