UBS Call 410 2FE 20.09.2024
/ CH1329470947
UBS Call 410 2FE 20.09.2024/ CH1329470947 /
| 30/08/2024 19:40:53 |
Chg.-0.010 |
Bid19:54:34 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.840EUR |
-0.26% |
3.780
Bid Size: 500 |
-
Ask Size: - |
FERRARI N.V. |
410.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.72 |
| Intrinsic value: |
3.56 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.25 |
| Parity: |
3.56 |
| Time value: |
0.48 |
| Break-even: |
450.40 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-0.30 |
| Omega: |
9.15 |
| Rho: |
0.18 |
Quote data
| Open: |
3.800 |
| High: |
4.040 |
| Low: |
3.770 |
| Previous Close: |
3.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.84% |
| 1 Month |
|
|
+357.14% |
| 3 Months |
|
|
+212.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.850 |
2.830 |
| 1M High / 1M Low: |
3.850 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.761 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
557.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
