UBS Call 325 2FE 20.09.2024
/ CH1319901232
UBS Call 325 2FE 20.09.2024/ CH1319901232 /
| 21/06/2024 21:54:39 |
Chg.-0.180 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.920EUR |
-2.54% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
325.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM2RA6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
325.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
01/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.41 |
| Intrinsic value: |
5.99 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
5.99 |
| Time value: |
1.08 |
| Break-even: |
395.70 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
2.17% |
| Delta: |
0.83 |
| Theta: |
-0.14 |
| Omega: |
4.53 |
| Rho: |
0.61 |
Quote data
| Open: |
7.400 |
| High: |
7.420 |
| Low: |
6.700 |
| Previous Close: |
7.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.46% |
| 1 Month |
|
|
+2.67% |
| 3 Months |
|
|
-21.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.100 |
6.780 |
| 1M High / 1M Low: |
7.760 |
6.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
