UBS Call 360 2FE 20.09.2024
/ CH1322928248
UBS Call 360 2FE 20.09.2024/ CH1322928248 /
| 08/07/2024 08:30:23 |
Chg.-0.060 |
Bid08:30:23 |
Ask08:30:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.970EUR |
-1.49% |
3.970
Bid Size: 750 |
4.120
Ask Size: 750 |
FERRARI N.V. |
360.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.55 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
2.72 |
| Time value: |
1.46 |
| Break-even: |
401.80 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
3.72% |
| Delta: |
0.72 |
| Theta: |
-0.16 |
| Omega: |
6.66 |
| Rho: |
0.49 |
Quote data
| Open: |
3.940 |
| High: |
4.000 |
| Low: |
3.930 |
| Previous Close: |
4.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.15% |
| 1 Month |
|
|
+5.31% |
| 3 Months |
|
|
-23.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.400 |
3.540 |
| 1M High / 1M Low: |
4.790 |
3.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.996 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
