UBS Call 420 2FE 20.09.2024
/ CH1329470962
UBS Call 420 2FE 20.09.2024/ CH1329470962 /
| 26/07/2024 19:36:26 |
Chg.+0.110 |
Bid19:59:59 |
Ask19:59:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+22.00% |
0.590
Bid Size: 750 |
0.740
Ask Size: 750 |
FERRARI N.V. |
420.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
UM3FY3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
51.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-4.25 |
| Time value: |
0.74 |
| Break-even: |
427.40 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.15 |
| Spread %: |
25.42% |
| Delta: |
0.25 |
| Theta: |
-0.16 |
| Omega: |
12.93 |
| Rho: |
0.13 |
Quote data
| Open: |
0.510 |
| High: |
0.650 |
| Low: |
0.510 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.69% |
| 1 Month |
|
|
-3.17% |
| 3 Months |
|
|
-71.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.500 |
| 1M High / 1M Low: |
1.290 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.862 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
