UBS Call 385 2FE 20.09.2024
/ CH1322928297
UBS Call 385 2FE 20.09.2024/ CH1322928297 /
| 7/10/2024 9:54:00 PM |
Chg.+0.410 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.080EUR |
+15.36% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
385.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
1.20 |
| Time value: |
1.62 |
| Break-even: |
413.20 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.15 |
| Spread %: |
5.62% |
| Delta: |
0.64 |
| Theta: |
-0.16 |
| Omega: |
9.01 |
| Rho: |
0.45 |
Quote data
| Open: |
2.620 |
| High: |
3.120 |
| Low: |
2.620 |
| Previous Close: |
2.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.31% |
| 1 Month |
|
|
+28.87% |
| 3 Months |
|
|
-14.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.710 |
2.360 |
| 1M High / 1M Low: |
3.050 |
1.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.452 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
