UBS Call 430 2FE 20.12.2024
/ CH1329471069
UBS Call 430 2FE 20.12.2024/ CH1329471069 /
9/13/2024 9:54:53 PM |
Chg.-0.150 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.560EUR |
-5.54% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
430.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
UM3BLE |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
430.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
3/4/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
15.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
-0.77 |
Time value: |
2.71 |
Break-even: |
457.10 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.51 |
Theta: |
-0.16 |
Omega: |
8.00 |
Rho: |
0.51 |
Quote data
Open: |
2.740 |
High: |
2.850 |
Low: |
2.500 |
Previous Close: |
2.710 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.03% |
1 Month |
|
|
+23.08% |
3 Months |
|
|
+80.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.030 |
2.560 |
1M High / 1M Low: |
4.150 |
1.850 |
6M High / 6M Low: |
4.150 |
1.100 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.746 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.987 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.012 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.28% |
Volatility 6M: |
|
177.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |