UBS Call 430 2FE 20.09.2024
/ CH1329470988
UBS Call 430 2FE 20.09.2024/ CH1329470988 /
03/09/2024 19:39:41 |
Chg.-0.330 |
Bid19:59:50 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.830EUR |
-15.28% |
1.730 Bid Size: 500 |
- Ask Size: - |
FERRARI N.V. |
430.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
04/03/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
20.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.09 |
Intrinsic value: |
1.71 |
Implied volatility: |
0.27 |
Historic volatility: |
0.25 |
Parity: |
1.71 |
Time value: |
0.44 |
Break-even: |
451.50 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.77 |
Theta: |
-0.27 |
Omega: |
15.93 |
Rho: |
0.15 |
Quote data
Open: |
2.250 |
High: |
2.410 |
Low: |
1.830 |
Previous Close: |
2.160 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+7.02% |
1 Month |
|
|
+215.52% |
3 Months |
|
|
+185.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.160 |
1.600 |
1M High / 1M Low: |
2.160 |
0.222 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.946 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.987 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
745.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |