UBS Call 410 2FE 20.12.2024
/ CH1329471028
UBS Call 410 2FE 20.12.2024/ CH1329471028 /
| 09/08/2024 19:33:26 |
Chg.+0.110 |
Bid19:59:36 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.100EUR |
+5.53% |
2.040
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
410.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM2ZY3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-2.54 |
| Time value: |
2.00 |
| Break-even: |
430.00 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.43 |
| Theta: |
-0.12 |
| Omega: |
8.21 |
| Rho: |
0.52 |
Quote data
| Open: |
2.000 |
| High: |
2.230 |
| Low: |
2.000 |
| Previous Close: |
1.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.60% |
| 1 Month |
|
|
-20.45% |
| 3 Months |
|
|
-3.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.430 |
1.990 |
| 1M High / 1M Low: |
2.830 |
1.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.190 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
