UBS Call 395 2FE 20.09.2024
/ CH1329470913
UBS Call 395 2FE 20.09.2024/ CH1329470913 /
2024-06-21 7:36:58 PM |
Chg.-0.110 |
Bid7:59:57 PM |
Ask7:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.970EUR |
-5.29% |
1.930 Bid Size: 750 |
2.080 Ask Size: 750 |
FERRARI N.V. |
395.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2024-03-04 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
16.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.77 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
-0.59 |
Time value: |
2.40 |
Break-even: |
419.00 |
Moneyness: |
0.99 |
Premium: |
0.08 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.15 |
Spread %: |
6.67% |
Delta: |
0.52 |
Theta: |
-0.16 |
Omega: |
8.39 |
Rho: |
0.44 |
Quote data
Open: |
2.120 |
High: |
2.120 |
Low: |
1.850 |
Previous Close: |
2.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+15.88% |
1 Month |
|
|
-9.22% |
3 Months |
|
|
-49.62% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.080 |
1.870 |
1M High / 1M Low: |
2.450 |
1.580 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.974 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.939 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
202.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |