UBS Call 430 2FE 20.12.2024
/ CH1329471069
UBS Call 430 2FE 20.12.2024/ CH1329471069 /
10/8/2024 11:36:40 AM |
Chg.+0.210 |
Bid11:36:40 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.800EUR |
+13.21% |
1.800 Bid Size: 2,500 |
- 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: |
25.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
-2.10 |
Time value: |
1.59 |
Break-even: |
445.90 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.41 |
Theta: |
-0.17 |
Omega: |
10.51 |
Rho: |
0.30 |
Quote data
Open: |
1.560 |
High: |
1.850 |
Low: |
1.480 |
Previous Close: |
1.590 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.10% |
1 Month |
|
|
-31.82% |
3 Months |
|
|
-0.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.880 |
1.590 |
1M High / 1M Low: |
3.030 |
1.590 |
6M High / 6M Low: |
4.150 |
1.100 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.708 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.300 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.005 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
187.39% |
Volatility 6M: |
|
186.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |