UBS Call 415 2FE 20.09.2024
/ CH1329470954
UBS Call 415 2FE 20.09.2024/ CH1329470954 /
| 9/18/2024 5:26:21 PM |
Chg.-0.370 |
Bid6:12:12 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-58.73% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
415.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
75.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.25 |
| Parity: |
0.50 |
| Time value: |
0.06 |
| Break-even: |
420.60 |
| Moneyness: |
1.01 |
| Premium: |
0.00 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-0.39 |
| Omega: |
61.86 |
| Rho: |
0.02 |
Quote data
| Open: |
0.320 |
| High: |
0.350 |
| Low: |
0.260 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-83.01% |
| 1 Month |
|
|
-83.85% |
| 3 Months |
|
|
-77.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
0.630 |
| 1M High / 1M Low: |
3.450 |
0.630 |
| 6M High / 6M Low: |
3.450 |
0.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.593 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.31% |
| Volatility 6M: |
|
316.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
