UBS Call 410 2FE 20.09.2024
/ CH1329470947
UBS Call 410 2FE 20.09.2024/ CH1329470947 /
| 2024-07-26 4:36:56 PM |
Chg.+0.080 |
Bid6:22:10 PM |
Ask6:22:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+11.27% |
0.870
Bid Size: 1,000 |
0.970
Ask Size: 1,000 |
FERRARI N.V. |
410.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM3DRL |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
49.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-3.46 |
| Time value: |
0.76 |
| Break-even: |
417.60 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.15 |
| Spread %: |
24.59% |
| Delta: |
0.28 |
| Theta: |
-0.15 |
| Omega: |
13.68 |
| Rho: |
0.15 |
Quote data
| Open: |
0.710 |
| High: |
0.910 |
| Low: |
0.710 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.22% |
| 1 Month |
|
|
-36.80% |
| 3 Months |
|
|
-69.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.710 |
| 1M High / 1M Low: |
1.710 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
