UBS Call 415 2FE 20.12.2024
/ CH1329471036
UBS Call 415 2FE 20.12.2024/ CH1329471036 /
30/08/2024 09:54:02 |
Chg.+0.38 |
Bid22:00:20 |
Ask22:00:20 |
Underlying |
Strike price |
Expiration date |
Option type |
5.05EUR |
+8.14% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
415.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
UM23FC |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
415.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
04/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.52 |
Intrinsic value: |
3.06 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
3.06 |
Time value: |
2.11 |
Break-even: |
466.70 |
Moneyness: |
1.07 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.71 |
Theta: |
-0.15 |
Omega: |
6.09 |
Rho: |
0.80 |
Quote data
Open: |
5.05 |
High: |
5.05 |
Low: |
5.05 |
Previous Close: |
4.67 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+26.88% |
1 Month |
|
|
+221.66% |
3 Months |
|
|
+157.65% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.05 |
3.93 |
1M High / 1M Low: |
5.05 |
1.57 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.43 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.01 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
192.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |