UBS Call 405 2FE 20.12.2024
/ CH1329471010
UBS Call 405 2FE 20.12.2024/ CH1329471010 /
| 2024-07-12 9:54:10 PM |
Chg.+0.240 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.040EUR |
+8.57% |
-
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: |
12.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-0.54 |
| Time value: |
3.19 |
| Break-even: |
436.90 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.15 |
| Spread %: |
4.93% |
| Delta: |
0.54 |
| Theta: |
-0.12 |
| Omega: |
6.82 |
| Rho: |
0.81 |
Quote data
| Open: |
2.820 |
| High: |
3.110 |
| Low: |
2.740 |
| Previous Close: |
2.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.22% |
| 1 Month |
|
|
+18.29% |
| 3 Months |
|
|
+5.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.170 |
2.800 |
| 1M High / 1M Low: |
3.170 |
2.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.658 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
