UBS Call 405 2FE 20.09.2024
/ CH1329470939
UBS Call 405 2FE 20.09.2024/ CH1329470939 /
| 2024-07-30 12:01:20 PM |
Chg.+0.110 |
Bid12:10:27 PM |
Ask12:10:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+12.22% |
1.030
Bid Size: 2,500 |
1.080
Ask Size: 2,500 |
FERRARI N.V. |
405.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM3FXR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
34.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-2.77 |
| Time value: |
1.09 |
| Break-even: |
415.90 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.15 |
| Spread %: |
15.96% |
| Delta: |
0.34 |
| Theta: |
-0.19 |
| Omega: |
11.79 |
| Rho: |
0.17 |
Quote data
| Open: |
0.990 |
| High: |
1.010 |
| Low: |
0.970 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.20% |
| 1 Month |
|
|
-3.81% |
| 3 Months |
|
|
-58.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.900 |
| 1M High / 1M Low: |
1.940 |
0.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.381 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
