UBS Call 405 2FE 20.09.2024/  CH1329470939  /

Frankfurt Zert./UBS
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:   -