UBS Call 380 2FE 20.09.2024
/ CH1322928289
UBS Call 380 2FE 20.09.2024/ CH1322928289 /
| 2024-07-30 9:20:39 AM |
Chg.-0.06 |
Bid3:54:32 PM |
Ask3:54:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
-2.87% |
2.21
Bid Size: 2,500 |
2.26
Ask Size: 2,500 |
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: |
17.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
-0.27 |
| Time value: |
2.14 |
| Break-even: |
401.40 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.15 |
| Spread %: |
7.54% |
| Delta: |
0.52 |
| Theta: |
-0.23 |
| Omega: |
9.23 |
| Rho: |
0.25 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
2.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.70% |
| 1 Month |
|
|
-16.46% |
| 3 Months |
|
|
-50.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.56 |
1.79 |
| 1M High / 1M Low: |
3.40 |
1.79 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.07 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
