UBS Call 410 2FE 20.12.2024
/ CH1329471028
UBS Call 410 2FE 20.12.2024/ CH1329471028 /
| 26/09/2024 09:52:49 |
Chg.+0.50 |
Bid22:00:18 |
Ask22:00:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.21EUR |
+13.48% |
-
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: |
11.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
1.43 |
| Time value: |
2.19 |
| Break-even: |
446.20 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.63 |
| Theta: |
-0.17 |
| Omega: |
7.43 |
| Rho: |
0.54 |
Quote data
| Open: |
4.21 |
| High: |
4.21 |
| Low: |
4.21 |
| Previous Close: |
3.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.93% |
| 1 Month |
|
|
-0.94% |
| 3 Months |
|
|
+91.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.21 |
3.54 |
| 1M High / 1M Low: |
5.56 |
3.04 |
| 6M High / 6M Low: |
5.56 |
1.73 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.58% |
| Volatility 6M: |
|
149.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
