UBS Call 405 2FE 20.09.2024
/ CH1329470939
UBS Call 405 2FE 20.09.2024/ CH1329470939 /
| 16/07/2024 12:50:21 |
Chg.-0.110 |
Bid16/07/2024 |
Ask16/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
-7.24% |
1.410
Bid Size: 2,500 |
1.460
Ask Size: 2,500 |
FERRARI N.V. |
405.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-0.96 |
| Time value: |
1.61 |
| Break-even: |
421.10 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.15 |
| Spread %: |
10.27% |
| Delta: |
0.47 |
| Theta: |
-0.16 |
| Omega: |
11.48 |
| Rho: |
0.30 |
Quote data
| Open: |
1.210 |
| High: |
1.440 |
| Low: |
1.210 |
| Previous Close: |
1.520 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.89% |
| 1 Month |
|
|
+8.46% |
| 3 Months |
|
|
-44.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.940 |
1.520 |
| 1M High / 1M Low: |
1.940 |
1.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.740 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
