UBS Call 420 2FE 20.09.2024
/ CH1329470962
UBS Call 420 2FE 20.09.2024/ CH1329470962 /
| 2024-09-02 7:45:50 PM |
Chg.-0.150 |
Bid7:45:50 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.980EUR |
-4.79% |
2.980
Bid Size: 500 |
-
Ask Size: - |
FERRARI N.V. |
420.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
2.56 |
| Time value: |
0.44 |
| Break-even: |
450.00 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
-0.13 |
| Spread %: |
-4.15% |
| Delta: |
0.81 |
| Theta: |
-0.28 |
| Omega: |
11.97 |
| Rho: |
0.16 |
Quote data
| Open: |
3.150 |
| High: |
3.190 |
| Low: |
2.700 |
| Previous Close: |
3.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.37% |
| 1 Month |
|
|
+254.76% |
| 3 Months |
|
|
+207.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.130 |
2.050 |
| 1M High / 1M Low: |
3.130 |
0.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.290 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
546.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
