UBS Call 405 2FE 20.09.2024
/ CH1329470939
UBS Call 405 2FE 20.09.2024/ CH1329470939 /
8/30/2024 9:54:47 PM |
Chg.+0.480 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.500EUR |
+11.94% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
405.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
3/4/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.19 |
Intrinsic value: |
4.06 |
Implied volatility: |
0.36 |
Historic volatility: |
0.25 |
Parity: |
4.06 |
Time value: |
0.30 |
Break-even: |
448.60 |
Moneyness: |
1.10 |
Premium: |
0.01 |
Premium p.a.: |
0.13 |
Spread abs.: |
-0.15 |
Spread %: |
-3.33% |
Delta: |
0.88 |
Theta: |
-0.22 |
Omega: |
9.04 |
Rho: |
0.19 |
Quote data
Open: |
4.070 |
High: |
4.540 |
Low: |
3.980 |
Previous Close: |
4.020 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+42.41% |
1 Month |
|
|
+394.51% |
3 Months |
|
|
+216.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.500 |
3.230 |
1M High / 1M Low: |
4.500 |
0.700 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.766 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.013 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
409.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |