UBS Call 370 2FE 20.09.2024/  CH1322928263  /

EUWAX
2024-07-26  9:17:21 AM Chg.+0.02 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
2.36EUR +0.85% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 370.00 EUR 2024-09-20 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: 2024-09-20
Issue date: 2024-02-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.48
Leverage: Yes

Calculated values

Fair value: 1.93
Intrinsic value: 0.75
Implied volatility: 0.40
Historic volatility: 0.24
Parity: 0.75
Time value: 2.05
Break-even: 398.00
Moneyness: 1.02
Premium: 0.05
Premium p.a.: 0.42
Spread abs.: 0.15
Spread %: 5.66%
Delta: 0.60
Theta: -0.22
Omega: 8.03
Rho: 0.30
 

Quote data

Open: 2.36
High: 2.36
Low: 2.36
Previous Close: 2.34
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.27%
1 Month
  -28.27%
3 Months
  -43.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.23 2.34
1M High / 1M Low: 4.13 2.34
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.68
Avg. volume 1W:   0.00
Avg. price 1M:   3.24
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -