UBS Call 385 2FE 20.09.2024
/ CH1322928297
UBS Call 385 2FE 20.09.2024/ CH1322928297 /
2024-09-02 9:51:20 PM |
Chg.-0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.300EUR |
-2.17% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
385.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2024-02-08 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.13 |
Intrinsic value: |
6.06 |
Implied volatility: |
0.37 |
Historic volatility: |
0.25 |
Parity: |
6.06 |
Time value: |
0.12 |
Break-even: |
446.80 |
Moneyness: |
1.16 |
Premium: |
0.00 |
Premium p.a.: |
0.06 |
Spread abs.: |
-0.26 |
Spread %: |
-4.04% |
Delta: |
0.97 |
Theta: |
-0.11 |
Omega: |
6.96 |
Rho: |
0.18 |
Quote data
Open: |
6.470 |
High: |
6.510 |
Low: |
5.960 |
Previous Close: |
6.440 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.32% |
1 Month |
|
|
+155.06% |
3 Months |
|
|
+211.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.440 |
5.370 |
1M High / 1M Low: |
6.440 |
1.540 |
6M High / 6M Low: |
6.440 |
1.430 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.892 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.688 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.033 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
272.80% |
Volatility 6M: |
|
205.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |