UBS Call 410 2FE 20.12.2024
/ CH1329471028
UBS Call 410 2FE 20.12.2024/ CH1329471028 /
8/16/2024 11:35:47 AM |
Chg.+1.07 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.64EUR |
+41.63% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
410.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
3/4/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.14 |
Intrinsic value: |
0.76 |
Implied volatility: |
0.17 |
Historic volatility: |
0.25 |
Parity: |
0.76 |
Time value: |
1.63 |
Break-even: |
433.90 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.12 |
Spread abs.: |
-0.60 |
Spread %: |
-20.07% |
Delta: |
0.64 |
Theta: |
-0.09 |
Omega: |
11.14 |
Rho: |
0.84 |
Quote data
Open: |
3.64 |
High: |
3.64 |
Low: |
3.64 |
Previous Close: |
2.57 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+77.56% |
1 Month |
|
|
+60.35% |
3 Months |
|
|
+35.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.57 |
2.05 |
1M High / 1M Low: |
2.57 |
1.73 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |