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: |
|
- |
