UBS Call 400 2FE 20.12.2024
/ CH1329471002
UBS Call 400 2FE 20.12.2024/ CH1329471002 /
| 11/8/2024 9:54:10 PM |
Chg.+0.300 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.110EUR |
+10.68% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.56 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
1.76 |
| Time value: |
0.92 |
| Break-even: |
426.80 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
-0.43 |
| Spread %: |
-13.83% |
| Delta: |
0.70 |
| Theta: |
-0.19 |
| Omega: |
10.97 |
| Rho: |
0.30 |
Quote data
| Open: |
2.720 |
| High: |
3.160 |
| Low: |
2.400 |
| Previous Close: |
2.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.30% |
| 1 Month |
|
|
-6.04% |
| 3 Months |
|
|
+29.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.860 |
2.180 |
| 1M High / 1M Low: |
6.090 |
2.180 |
| 6M High / 6M Low: |
6.290 |
2.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.714 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.589 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.97% |
| Volatility 6M: |
|
176.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
