UBS Call 380 2FE 20.09.2024
/ CH1322928289
UBS Call 380 2FE 20.09.2024/ CH1322928289 /
| 9/5/2024 9:27:08 AM |
Chg.-0.07 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.90EUR |
-1.17% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
380.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.95 |
| Intrinsic value: |
5.89 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
5.89 |
| Time value: |
0.08 |
| Break-even: |
439.70 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
0.67% |
| Delta: |
0.98 |
| Theta: |
-0.09 |
| Omega: |
7.20 |
| Rho: |
0.15 |
Quote data
| Open: |
5.90 |
| High: |
5.90 |
| Low: |
5.90 |
| Previous Close: |
5.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.38% |
| 1 Month |
|
|
+170.64% |
| 3 Months |
|
|
+133.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.90 |
5.97 |
| 1M High / 1M Low: |
6.90 |
1.84 |
| 6M High / 6M Low: |
6.90 |
1.73 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.66% |
| Volatility 6M: |
|
177.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
