UBS Call 400 2FE 20.09.2024
/ CH1329470921
UBS Call 400 2FE 20.09.2024/ CH1329470921 /
| 9/5/2024 5:23:38 PM |
Chg.-0.900 |
Bid6:12:58 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.190EUR |
-22.00% |
3.160
Bid Size: 1,000 |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.97 |
| Intrinsic value: |
3.89 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
3.89 |
| Time value: |
0.13 |
| Break-even: |
440.20 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.14 |
| Omega: |
10.27 |
| Rho: |
0.15 |
Quote data
| Open: |
4.010 |
| High: |
4.010 |
| Low: |
2.840 |
| Previous Close: |
4.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.68% |
| 1 Month |
|
|
+215.84% |
| 3 Months |
|
|
+75.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.860 |
4.090 |
| 1M High / 1M Low: |
4.860 |
0.940 |
| 6M High / 6M Low: |
4.860 |
0.940 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.282 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
415.95% |
| Volatility 6M: |
|
252.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
