UBS Call 445 2FE 20.09.2024
/ DE000UM3WMY2
UBS Call 445 2FE 20.09.2024/ DE000UM3WMY2 /
| 2024-07-05 7:39:27 PM |
Chg.-0.140 |
Bid7:45:56 PM |
Ask7:45:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-28.57% |
0.330
Bid Size: 750 |
0.480
Ask Size: 750 |
FERRARI N.V. |
445.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM3WMY |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
445.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
74.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-5.78 |
| Time value: |
0.52 |
| Break-even: |
450.20 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.15 |
| Spread %: |
40.54% |
| Delta: |
0.19 |
| Theta: |
-0.10 |
| Omega: |
14.04 |
| Rho: |
0.14 |
Quote data
| Open: |
0.490 |
| High: |
0.540 |
| Low: |
0.350 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+59.09% |
| 1 Month |
|
|
-31.37% |
| 3 Months |
|
|
-71.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.320 |
| 1M High / 1M Low: |
0.690 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.386 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.459 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
445.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
