UBS Call 400 2FE 20.12.2024
/ CH1329471002
UBS Call 400 2FE 20.12.2024/ CH1329471002 /
| 2024-07-29 11:37:04 AM |
Chg.-0.030 |
Bid11:37:04 AM |
Ask11:37:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.300EUR |
-1.29% |
2.300
Bid Size: 2,500 |
2.350
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: |
15.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-2.25 |
| Time value: |
2.48 |
| Break-even: |
424.80 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.15 |
| Spread %: |
6.44% |
| Delta: |
0.46 |
| Theta: |
-0.12 |
| Omega: |
7.00 |
| Rho: |
0.59 |
Quote data
| Open: |
2.340 |
| High: |
2.380 |
| Low: |
2.210 |
| Previous Close: |
2.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.27% |
| 1 Month |
|
|
-3.36% |
| 3 Months |
|
|
-34.47% |
| 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: |
|
- |
