UBS Call 405 2FE 20.12.2024
/ CH1329471010
UBS Call 405 2FE 20.12.2024/ CH1329471010 /
| 13/09/2024 21:54:46 |
Chg.-0.200 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.980EUR |
-4.78% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
405.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM29Y5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.55 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
2.05 |
| Time value: |
2.24 |
| Break-even: |
447.90 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.31 |
| Spread %: |
7.79% |
| Delta: |
0.66 |
| Theta: |
-0.16 |
| Omega: |
6.57 |
| Rho: |
0.63 |
Quote data
| Open: |
4.210 |
| High: |
4.350 |
| Low: |
3.920 |
| Previous Close: |
4.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.69% |
| 1 Month |
|
|
+22.09% |
| 3 Months |
|
|
+73.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.560 |
3.980 |
| 1M High / 1M Low: |
5.910 |
2.970 |
| 6M High / 6M Low: |
5.910 |
1.850 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.049 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.05% |
| Volatility 6M: |
|
151.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
