UBS Call 415 2FE 20.09.2024
/ CH1329470954
UBS Call 415 2FE 20.09.2024/ CH1329470954 /
| 2024-06-28 7:36:48 PM |
Chg.-0.210 |
Bid7:45:22 PM |
Ask7:45:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-21.88% |
0.730
Bid Size: 750 |
1.030
Ask Size: 750 |
FERRARI N.V. |
415.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM3BLF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
415.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
36.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-3.28 |
| Time value: |
1.06 |
| Break-even: |
425.60 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.30 |
| Spread %: |
39.47% |
| Delta: |
0.32 |
| Theta: |
-0.13 |
| Omega: |
11.70 |
| Rho: |
0.26 |
Quote data
| Open: |
0.920 |
| High: |
0.980 |
| Low: |
0.750 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.90% |
| 1 Month |
|
|
-31.82% |
| 3 Months |
|
|
-74.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
0.750 |
| 1M High / 1M Low: |
1.530 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
