UBS Call 380 2FE 20.09.2024
/ CH1322928289
UBS Call 380 2FE 20.09.2024/ CH1322928289 /
| 2024-08-05 9:54:33 PM |
Chg.-0.650 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
-23.21% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
380.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2C67 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
1.54 |
| Time value: |
1.41 |
| Break-even: |
409.50 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.15 |
| Spread %: |
5.36% |
| Delta: |
0.66 |
| Theta: |
-0.22 |
| Omega: |
8.83 |
| Rho: |
0.29 |
Quote data
| Open: |
1.940 |
| High: |
2.530 |
| Low: |
1.750 |
| Previous Close: |
2.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.04% |
| 1 Month |
|
|
-19.17% |
| 3 Months |
|
|
-52.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.800 |
1.950 |
| 1M High / 1M Low: |
3.420 |
1.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
