UBS Call 335 2FE 20.09.2024
/ CH1319901257
UBS Call 335 2FE 20.09.2024/ CH1319901257 /
| 2024-06-21 7:26:54 PM |
Chg.-0.190 |
Bid7:59:42 PM |
Ask7:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.100EUR |
-3.02% |
6.060
Bid Size: 750 |
6.210
Ask Size: 750 |
FERRARI N.V. |
335.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2C4J |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
335.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.51 |
| Intrinsic value: |
4.99 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
4.99 |
| Time value: |
1.21 |
| Break-even: |
397.00 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
2.48% |
| Delta: |
0.80 |
| Theta: |
-0.14 |
| Omega: |
4.98 |
| Rho: |
0.61 |
Quote data
| Open: |
6.310 |
| High: |
6.310 |
| Low: |
5.860 |
| Previous Close: |
6.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.73% |
| 1 Month |
|
|
+0.16% |
| 3 Months |
|
|
-24.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.290 |
5.920 |
| 1M High / 1M Low: |
6.820 |
5.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.886 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
