UBS Call 365 2FE 20.09.2024
/ CH1322928255
UBS Call 365 2FE 20.09.2024/ CH1322928255 /
| 2024-07-31 9:19:13 AM |
Chg.+0.07 |
Bid11:27:46 AM |
Ask11:27:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.00EUR |
+2.39% |
2.85
Bid Size: 2,500 |
2.90
Ask Size: 2,500 |
FERRARI N.V. |
365.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2MU8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
1.42 |
| Time value: |
1.57 |
| Break-even: |
394.90 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.15 |
| Spread %: |
5.28% |
| Delta: |
0.65 |
| Theta: |
-0.22 |
| Omega: |
8.20 |
| Rho: |
0.30 |
Quote data
| Open: |
3.00 |
| High: |
3.00 |
| Low: |
3.00 |
| Previous Close: |
2.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.45% |
| 1 Month |
|
|
-10.98% |
| 3 Months |
|
|
-40.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.00 |
2.65 |
| 1M High / 1M Low: |
4.52 |
2.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
