UBS Call 385 2FE 20.09.2024
/ CH1322928297
UBS Call 385 2FE 20.09.2024/ CH1322928297 /
| 17/09/2024 12:45:28 |
Chg.+0.590 |
Bid12:58:39 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.810EUR |
+18.32% |
3.720
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
385.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM2BU7 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
385.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.26 |
| Intrinsic value: |
3.25 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.25 |
| Parity: |
3.25 |
| Time value: |
0.17 |
| Break-even: |
419.20 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.18 |
| Spread %: |
5.56% |
| Delta: |
0.89 |
| Theta: |
-0.94 |
| Omega: |
10.85 |
| Rho: |
0.03 |
Quote data
| Open: |
3.730 |
| High: |
3.820 |
| Low: |
3.650 |
| Previous Close: |
3.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.03% |
| 1 Month |
|
|
-1.55% |
| 3 Months |
|
|
+48.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.220 |
3.220 |
| 1M High / 1M Low: |
6.310 |
3.220 |
| 6M High / 6M Low: |
6.310 |
1.540 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.814 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.126 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.08% |
| Volatility 6M: |
|
213.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
