UBS Call 415 2FE 20.12.2024
/ CH1329471036
UBS Call 415 2FE 20.12.2024/ CH1329471036 /
| 2024-07-05 7:34:08 PM |
Chg.-0.320 |
Bid7:59:26 PM |
Ask7:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.050EUR |
-13.50% |
2.020
Bid Size: 750 |
2.170
Ask Size: 750 |
FERRARI N.V. |
415.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-2.15 |
| Time value: |
2.50 |
| Break-even: |
440.00 |
| Moneyness: |
0.95 |
| Premium: |
0.12 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.15 |
| Spread %: |
6.38% |
| Delta: |
0.47 |
| Theta: |
-0.11 |
| Omega: |
7.35 |
| Rho: |
0.73 |
Quote data
| Open: |
2.410 |
| High: |
2.490 |
| Low: |
2.050 |
| Previous Close: |
2.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.82% |
| 1 Month |
|
|
-10.09% |
| 3 Months |
|
|
-36.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.370 |
1.770 |
| 1M High / 1M Low: |
2.620 |
1.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
