UBS Call 335 2FE 20.09.2024
/ CH1319901257
UBS Call 335 2FE 20.09.2024/ CH1319901257 /
| 2024-06-14 10:19:37 AM |
Chg.- |
Bid8:23:13 AM |
Ask8:23:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.00EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
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: |
6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.10 |
| Intrinsic value: |
4.48 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
4.48 |
| Time value: |
1.50 |
| Break-even: |
394.80 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.45 |
| Spread %: |
8.14% |
| Delta: |
0.77 |
| Theta: |
-0.15 |
| Omega: |
4.90 |
| Rho: |
0.61 |
Quote data
| Open: |
6.00 |
| High: |
6.00 |
| Low: |
6.00 |
| Previous Close: |
6.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-5.36% |
| 3 Months |
|
|
-10.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.25 |
5.60 |
| 1M High / 1M Low: |
6.48 |
5.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
