UBS Call 385 2FE 20.09.2024
/ CH1322928297
UBS Call 385 2FE 20.09.2024/ CH1322928297 /
| 05/09/2024 09:27:08 |
Chg.-0.07 |
Bid22:00:21 |
Ask22:00:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.42EUR |
-1.28% |
-
Bid Size: - |
-
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: |
7.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.45 |
| Intrinsic value: |
5.39 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
5.39 |
| Time value: |
0.10 |
| Break-even: |
439.90 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.03 |
| Spread %: |
0.55% |
| Delta: |
0.97 |
| Theta: |
-0.12 |
| Omega: |
7.73 |
| Rho: |
0.15 |
Quote data
| Open: |
5.42 |
| High: |
5.42 |
| Low: |
5.42 |
| Previous Close: |
5.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.07% |
| 1 Month |
|
|
+185.26% |
| 3 Months |
|
|
+138.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.41 |
5.49 |
| 1M High / 1M Low: |
6.41 |
1.56 |
| 6M High / 6M Low: |
6.41 |
1.49 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.09 |
| Avg. volume 6M: |
|
5.56 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.26% |
| Volatility 6M: |
|
180.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
