UBS Call 415 2FE 20.09.2024
/ CH1329470954
UBS Call 415 2FE 20.09.2024/ CH1329470954 /
| 29/07/2024 09:52:58 |
Chg.+0.020 |
Bid12:10:29 |
Ask12:10:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+2.94% |
0.700
Bid Size: 2,500 |
0.750
Ask Size: 2,500 |
FERRARI N.V. |
415.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
43.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-3.75 |
| Time value: |
0.86 |
| Break-even: |
423.60 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
1.21 |
| Spread abs.: |
0.15 |
| Spread %: |
21.13% |
| Delta: |
0.28 |
| Theta: |
-0.18 |
| Omega: |
12.42 |
| Rho: |
0.14 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.680 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.26% |
| 1 Month |
|
|
-27.08% |
| 3 Months |
|
|
-70.83% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.560 |
| 1M High / 1M Low: |
1.430 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
