UBS Call 400 2FE 20.12.2024/  CH1329471002  /

UBS Investment Bank
2024-07-26  9:54:32 PM Chg.+0.300 Bid- Ask- Underlying Strike price Expiration date Option type
2.330EUR +14.78% -
Bid Size: -
-
Ask Size: -
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: 15.22
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.24
Parity: -2.25
Time value: 2.48
Break-even: 424.80
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.34
Spread abs.: 0.15
Spread %: 6.44%
Delta: 0.46
Theta: -0.12
Omega: 7.01
Rho: 0.60
 

Quote data

Open: 2.010
High: 2.420
Low: 1.980
Previous Close: 2.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.19%
1 Month
  -2.10%
3 Months
  -33.62%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.780 2.030
1M High / 1M Low: 3.440 2.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.426
Avg. volume 1W:   0.000
Avg. price 1M:   2.766
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.70%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -