UBS Call 395 2FE 20.09.2024/  CH1329470913  /

EUWAX
26/07/2024  09:59:25 Chg.+0.18 Bid12:23:03 Ask12:23:03 Underlying Strike price Expiration date Option type
1.29EUR +16.22% 1.31
Bid Size: 2,500
1.36
Ask Size: 2,500
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: 31.55
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.24
Parity: -1.96
Time value: 1.19
Break-even: 406.90
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.69
Spread abs.: 0.15
Spread %: 14.42%
Delta: 0.38
Theta: -0.18
Omega: 12.11
Rho: 0.20
 

Quote data

Open: 1.29
High: 1.29
Low: 1.29
Previous Close: 1.11
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.87%
1 Month
  -46.91%
3 Months
  -55.21%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.73 1.11
1M High / 1M Low: 2.40 1.11
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.45
Avg. volume 1W:   0.00
Avg. price 1M:   1.84
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   183.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -