UBS Call 400 2FE 20.12.2024
/ CH1329471002
UBS Call 400 2FE 20.12.2024/ CH1329471002 /
| 08/10/2024 13:48:06 |
Chg.+0.410 |
Bid14:21:25 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.520EUR |
+13.18% |
3.540
Bid Size: 2,500 |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM29XT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
0.90 |
| Time value: |
2.18 |
| Break-even: |
430.80 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.60 |
| Theta: |
-0.18 |
| Omega: |
8.03 |
| Rho: |
0.43 |
Quote data
| Open: |
3.090 |
| High: |
3.520 |
| Low: |
3.040 |
| Previous Close: |
3.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.14% |
| 1 Month |
|
|
-21.78% |
| 3 Months |
|
|
+12.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.480 |
3.000 |
| 1M High / 1M Low: |
4.860 |
3.000 |
| 6M High / 6M Low: |
6.190 |
2.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.362 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.73% |
| Volatility 6M: |
|
150.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
