UBS Call 360 2FE 20.09.2024
/ CH1322928248
UBS Call 360 2FE 20.09.2024/ CH1322928248 /
2024-07-26 7:32:37 PM |
Chg.+0.430 |
Bid7:59:26 PM |
Ask7:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.450EUR |
+14.24% |
3.300 Bid Size: 750 |
3.450 Ask Size: 750 |
FERRARI N.V. |
360.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
UM2KNQ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
360.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-08 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.57 |
Intrinsic value: |
1.75 |
Implied volatility: |
0.42 |
Historic volatility: |
0.24 |
Parity: |
1.75 |
Time value: |
1.72 |
Break-even: |
394.70 |
Moneyness: |
1.05 |
Premium: |
0.05 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.15 |
Spread %: |
4.52% |
Delta: |
0.66 |
Theta: |
-0.23 |
Omega: |
7.16 |
Rho: |
0.32 |
Quote data
Open: |
2.990 |
High: |
3.450 |
Low: |
2.990 |
Previous Close: |
3.020 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.15% |
1 Month |
|
|
+1.17% |
3 Months |
|
|
-36.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.910 |
3.020 |
1M High / 1M Low: |
4.980 |
3.020 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.538 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.986 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
156.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |