UBS Call 435 2FE 20.09.2024
/ DE000UM3SAM0
UBS Call 435 2FE 20.09.2024/ DE000UM3SAM0 /
| 2024-07-30 10:45:30 AM |
Chg.+0.030 |
Bid10:45:30 AM |
Ask10:45:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+9.38% |
0.350
Bid Size: 2,500 |
0.400
Ask Size: 2,500 |
FERRARI N.V. |
435.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM3SAM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
435.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
80.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
-5.77 |
| Time value: |
0.47 |
| Break-even: |
439.70 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
1.93 |
| Spread abs.: |
0.15 |
| Spread %: |
46.88% |
| Delta: |
0.18 |
| Theta: |
-0.14 |
| Omega: |
14.26 |
| Rho: |
0.09 |
Quote data
| Open: |
0.310 |
| High: |
0.370 |
| Low: |
0.290 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+2.94% |
| 3 Months |
|
|
-75.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.215 |
| 1M High / 1M Low: |
0.800 |
0.215 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.317 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.499 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
410.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
