UBS Call 395 2FE 20.09.2024
/ CH1329470913
UBS Call 395 2FE 20.09.2024/ CH1329470913 /
| 25/07/2024 09:54:40 |
Chg.- |
Bid09:32:30 |
Ask09:32:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
- |
1.20
Bid Size: 2,500 |
1.25
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: |
26.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-1.22 |
| Time value: |
1.45 |
| Break-even: |
409.50 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.15 |
| Spread %: |
11.54% |
| Delta: |
0.44 |
| Theta: |
-0.18 |
| Omega: |
11.66 |
| Rho: |
0.24 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.19% |
| 1 Month |
|
|
-54.32% |
| 3 Months |
|
|
-61.46% |
| 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: |
|
- |
