UBS Call 370 2FE 20.09.2024
/ CH1322928263
UBS Call 370 2FE 20.09.2024/ CH1322928263 /
| 6/28/2024 9:54:31 PM |
Chg.-0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.790EUR |
-4.78% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
370.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
UM2A01 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
1.22 |
| Time value: |
1.87 |
| Break-even: |
400.90 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.30 |
| Spread %: |
10.75% |
| Delta: |
0.64 |
| Theta: |
-0.15 |
| Omega: |
7.86 |
| Rho: |
0.48 |
Quote data
| Open: |
2.960 |
| High: |
3.150 |
| Low: |
2.700 |
| Previous Close: |
2.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.96% |
| 1 Month |
|
|
-5.74% |
| 3 Months |
|
|
-49.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.930 |
2.790 |
| 1M High / 1M Low: |
4.050 |
2.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.285 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
