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: |
|
- |
