UBS Call 405 2FE 20.09.2024
/ CH1329470939
UBS Call 405 2FE 20.09.2024/ CH1329470939 /
| 17/09/2024 16:44:48 |
Chg.+0.270 |
Bid17:29:32 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
+19.57% |
-
Bid Size: - |
-
Ask Size: - |
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: |
21.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.25 |
| Parity: |
1.25 |
| Time value: |
0.71 |
| Break-even: |
424.60 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
6.78 |
| Spread abs.: |
0.57 |
| Spread %: |
41.01% |
| Delta: |
0.67 |
| Theta: |
-1.90 |
| Omega: |
14.33 |
| Rho: |
0.02 |
Quote data
| Open: |
1.760 |
| High: |
1.900 |
| Low: |
1.630 |
| Previous Close: |
1.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.49% |
| 1 Month |
|
|
-26.34% |
| 3 Months |
|
|
+1.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.360 |
1.380 |
| 1M High / 1M Low: |
4.380 |
1.380 |
| 6M High / 6M Low: |
4.380 |
0.750 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.996 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.040 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.17% |
| Volatility 6M: |
|
280.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
