UBS Call 445 2FE 20.09.2024/  DE000UM3WMY2  /

Frankfurt Zert./UBS
7/30/2024  6:28:10 PM Chg.-0.013 Bid7:59:56 PM Ask7:59:56 PM Underlying Strike price Expiration date Option type
0.196EUR -6.22% 0.169
Bid Size: 750
0.320
Ask Size: 750
FERRARI N.V. 445.00 EUR 9/20/2024 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: 9/20/2024
Issue date: 3/26/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 104.81
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -6.77
Time value: 0.36
Break-even: 448.60
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 2.37
Spread abs.: 0.15
Spread %: 71.43%
Delta: 0.14
Theta: -0.12
Omega: 14.86
Rho: 0.07
 

Quote data

Open: 0.250
High: 0.280
Low: 0.196
Previous Close: 0.209
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -32.41%
1 Month
  -10.91%
3 Months
  -83.10%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.190
1M High / 1M Low: 0.600 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.234
Avg. volume 1W:   0.000
Avg. price 1M:   0.365
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   353.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -