UBS Call 400 2FE 20.09.2024
/ CH1329470921
UBS Call 400 2FE 20.09.2024/ CH1329470921 /
2024-08-30 7:26:31 PM |
Chg.-0.080 |
Bid7:58:21 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.730EUR |
-1.66% |
4.720 Bid Size: 500 |
- Ask Size: - |
FERRARI N.V. |
400.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
UM2Y3M |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-04 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.67 |
Intrinsic value: |
4.56 |
Implied volatility: |
0.38 |
Historic volatility: |
0.25 |
Parity: |
4.56 |
Time value: |
0.27 |
Break-even: |
448.30 |
Moneyness: |
1.11 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
-0.15 |
Spread %: |
-3.01% |
Delta: |
0.90 |
Theta: |
-0.21 |
Omega: |
8.31 |
Rho: |
0.19 |
Quote data
Open: |
4.770 |
High: |
4.980 |
Low: |
4.710 |
Previous Close: |
4.810 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+39.12% |
1 Month |
|
|
+326.13% |
3 Months |
|
|
+205.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.810 |
3.680 |
1M High / 1M Low: |
4.810 |
0.940 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.292 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.404 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
461.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |