UBS Call 415 2FE 20.09.2024
/ CH1329470954
UBS Call 415 2FE 20.09.2024/ CH1329470954 /
| 9/5/2024 7:32:34 PM |
Chg.-0.850 |
Bid7:59:35 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.900EUR |
-30.91% |
1.920
Bid Size: 750 |
-
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: |
16.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
2.39 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
2.39 |
| Time value: |
0.27 |
| Break-even: |
441.60 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
-0.23 |
| Omega: |
13.96 |
| Rho: |
0.14 |
Quote data
| Open: |
2.650 |
| High: |
2.650 |
| Low: |
1.750 |
| Previous Close: |
2.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.28% |
| 1 Month |
|
|
+201.59% |
| 3 Months |
|
|
+49.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.450 |
1.900 |
| 1M High / 1M Low: |
3.450 |
0.480 |
| 6M High / 6M Low: |
3.450 |
0.480 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.876 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.648 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
539.65% |
| Volatility 6M: |
|
306.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
