UBS Call 415 2FE 20.12.2024
/ CH1329471036
UBS Call 415 2FE 20.12.2024/ CH1329471036 /
| 10/11/2024 9:26:40 PM |
Chg.+0.790 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.210EUR |
+32.64% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
415.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.72 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
1.29 |
| Time value: |
1.83 |
| Break-even: |
446.20 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
-0.09 |
| Spread %: |
-2.80% |
| Delta: |
0.63 |
| Theta: |
-0.18 |
| Omega: |
8.68 |
| Rho: |
0.45 |
Quote data
| Open: |
2.400 |
| High: |
3.210 |
| Low: |
2.320 |
| Previous Close: |
2.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.96% |
| 1 Month |
|
|
-9.58% |
| 3 Months |
|
|
+25.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.210 |
2.250 |
| 1M High / 1M Low: |
3.550 |
2.250 |
| 6M High / 6M Low: |
5.170 |
1.510 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.947 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.620 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.17% |
| Volatility 6M: |
|
176.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
