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: |
|
- |