UBS Call 430 2FE 20.09.2024
/ CH1329470988
UBS Call 430 2FE 20.09.2024/ CH1329470988 /
8/16/2024 11:35:45 AM |
Chg.+0.560 |
Bid9:15:14 PM |
Ask9:15:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.930EUR |
+151.35% |
0.790 Bid Size: 750 |
- Ask Size: - |
FERRARI N.V. |
430.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
UM3G9S |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
430.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
3/4/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
139.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.25 |
Parity: |
-1.24 |
Time value: |
0.30 |
Break-even: |
433.00 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
0.46 |
Spread abs.: |
-0.25 |
Spread %: |
-45.45% |
Delta: |
0.28 |
Theta: |
-0.10 |
Omega: |
38.84 |
Rho: |
0.11 |
Quote data
Open: |
0.930 |
High: |
0.930 |
Low: |
0.930 |
Previous Close: |
0.370 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+244.44% |
1 Month |
|
|
+72.22% |
3 Months |
|
|
-11.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.260 |
1M High / 1M Low: |
0.610 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.295 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.397 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
293.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |