UBS Call 440 2FE 20.09.2024
/ DE000UM3VK71
UBS Call 440 2FE 20.09.2024/ DE000UM3VK71 /
05/09/2024 17:18:39 |
Chg.-0.460 |
Bid17:29:49 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
-47.92% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
440.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
UM3VK7 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
440.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
26/03/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
49.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.86 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.25 |
Parity: |
-0.11 |
Time value: |
0.89 |
Break-even: |
448.90 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.73 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.50 |
Theta: |
-0.32 |
Omega: |
24.77 |
Rho: |
0.09 |
Quote data
Open: |
0.910 |
High: |
0.920 |
Low: |
0.500 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-65.28% |
1 Month |
|
|
+61.29% |
3 Months |
|
|
-24.24% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.440 |
0.960 |
1M High / 1M Low: |
1.440 |
0.124 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.282 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.665 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
908.99% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |