UBS Call 405 2FE 20.12.2024
/ CH1329471010
UBS Call 405 2FE 20.12.2024/ CH1329471010 /
| 2024-07-26 9:54:52 PM |
Chg.+0.280 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.130EUR |
+15.14% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
405.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-2.75 |
| Time value: |
2.28 |
| Break-even: |
427.80 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.15 |
| Spread %: |
7.04% |
| Delta: |
0.44 |
| Theta: |
-0.12 |
| Omega: |
7.22 |
| Rho: |
0.57 |
Quote data
| Open: |
1.820 |
| High: |
2.220 |
| Low: |
1.800 |
| Previous Close: |
1.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.05% |
| 1 Month |
|
|
-6.99% |
| 3 Months |
|
|
-35.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.550 |
1.850 |
| 1M High / 1M Low: |
3.170 |
1.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.510 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
