UBS Call 395 2FE 20.09.2024
/ CH1329470913
UBS Call 395 2FE 20.09.2024/ CH1329470913 /
| 26/07/2024 19:36:29 |
Chg.-0.060 |
Bid19:59:22 |
Ask19:59:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
-4.20% |
1.340
Bid Size: 750 |
1.490
Ask Size: 750 |
FERRARI N.V. |
395.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM2XRM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
395.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
-1.75 |
| Time value: |
1.50 |
| Break-even: |
410.00 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.15 |
| Spread %: |
11.11% |
| Delta: |
0.42 |
| Theta: |
-0.20 |
| Omega: |
10.50 |
| Rho: |
0.21 |
Quote data
| Open: |
1.320 |
| High: |
1.400 |
| Low: |
1.230 |
| Previous Close: |
1.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.52% |
| 1 Month |
|
|
-19.41% |
| 3 Months |
|
|
-58.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.690 |
1.370 |
| 1M High / 1M Low: |
2.480 |
1.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.823 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
