UBS Call 415 2FE 20.12.2024
/ CH1329471036
UBS Call 415 2FE 20.12.2024/ CH1329471036 /
| 2024-11-15 10:08:31 AM |
Chg.+0.06 |
Bid10:00:23 PM |
Ask10:00:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.50EUR |
+4.17% |
-
Bid Size: - |
-
Ask Size: - |
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: |
27.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-0.18 |
| Time value: |
1.50 |
| Break-even: |
430.00 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.36 |
| Spread %: |
31.58% |
| Delta: |
0.51 |
| Theta: |
-0.24 |
| Omega: |
14.11 |
| Rho: |
0.18 |
Quote data
| Open: |
1.50 |
| High: |
1.50 |
| Low: |
1.50 |
| Previous Close: |
1.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.79% |
| 1 Month |
|
|
-64.79% |
| 3 Months |
|
|
-55.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.18 |
1.28 |
| 1M High / 1M Low: |
5.05 |
1.28 |
| 6M High / 6M Low: |
5.19 |
1.28 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.93% |
| Volatility 6M: |
|
182.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
