UBS Call 400 2FE 20.12.2024
/ CH1329471002
UBS Call 400 2FE 20.12.2024/ CH1329471002 /
| 2024-07-30 2:56:49 PM |
Chg.+0.160 |
Bid3:15:49 PM |
Ask3:15:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.350EUR |
+7.31% |
2.410
Bid Size: 2,500 |
2.460
Ask Size: 2,500 |
FERRARI N.V. |
400.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-2.27 |
| Time value: |
2.42 |
| Break-even: |
424.20 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.15 |
| Spread %: |
6.61% |
| Delta: |
0.46 |
| Theta: |
-0.12 |
| Omega: |
7.12 |
| Rho: |
0.58 |
Quote data
| Open: |
2.310 |
| High: |
2.380 |
| Low: |
2.300 |
| Previous Close: |
2.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.31% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-20.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.680 |
2.180 |
| 1M High / 1M Low: |
3.460 |
2.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.761 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
