UBS Call 405 2FE 20.09.2024
/ CH1329470939
UBS Call 405 2FE 20.09.2024/ CH1329470939 /
| 2024-09-06 9:52:56 AM |
Chg.-0.97 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.63EUR |
-26.94% |
-
Bid Size: - |
-
Ask Size: - |
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: |
18.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
1.89 |
| Time value: |
0.35 |
| Break-even: |
427.40 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.79 |
| Theta: |
-0.31 |
| Omega: |
15.03 |
| Rho: |
0.11 |
Quote data
| Open: |
2.63 |
| High: |
2.63 |
| Low: |
2.63 |
| Previous Close: |
3.60 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.68% |
| 1 Month |
|
|
+265.28% |
| 3 Months |
|
|
+70.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.55 |
2.63 |
| 1M High / 1M Low: |
4.55 |
0.72 |
| 6M High / 6M Low: |
4.55 |
0.72 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
408.10% |
| Volatility 6M: |
|
244.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
