UBS Call 440 2FE 20.09.2024
/ DE000UM3VK71
UBS Call 440 2FE 20.09.2024/ DE000UM3VK71 /
| 2024-07-30 10:47:03 AM |
Chg.+0.030 |
Bid10:47:03 AM |
Ask10:47:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+11.54% |
0.290
Bid Size: 2,500 |
0.340
Ask Size: 2,500 |
FERRARI N.V. |
440.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
92.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
-6.27 |
| Time value: |
0.41 |
| Break-even: |
444.10 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
2.14 |
| Spread abs.: |
0.15 |
| Spread %: |
57.69% |
| Delta: |
0.16 |
| Theta: |
-0.13 |
| Omega: |
14.58 |
| Rho: |
0.08 |
Quote data
| Open: |
0.249 |
| High: |
0.310 |
| Low: |
0.234 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.71% |
| 1 Month |
|
|
+7.41% |
| 3 Months |
|
|
-77.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.169 |
| 1M High / 1M Low: |
0.680 |
0.169 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.255 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.414 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
442.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
