UBS Call 410 2FE 20.12.2024
/ CH1329471028
UBS Call 410 2FE 20.12.2024/ CH1329471028 /
16/10/2024 21:54:55 |
Chg.+0.110 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.890EUR |
+2.91% |
- Bid Size: - |
- 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: |
11.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.57 |
Intrinsic value: |
2.60 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
2.60 |
Time value: |
1.18 |
Break-even: |
447.80 |
Moneyness: |
1.06 |
Premium: |
0.03 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.73 |
Theta: |
-0.16 |
Omega: |
8.41 |
Rho: |
0.50 |
Quote data
Open: |
3.790 |
High: |
4.180 |
Low: |
3.700 |
Previous Close: |
3.780 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.68% |
1 Month |
|
|
+19.33% |
3 Months |
|
|
+54.98% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.310 |
2.700 |
1M High / 1M Low: |
4.310 |
2.510 |
6M High / 6M Low: |
5.530 |
1.670 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.446 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.262 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.872 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
212.71% |
Volatility 6M: |
|
175.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |