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: |
|
- |