UBS Call 445 2FE 20.09.2024/  DE000UM3WMY2  /

EUWAX
7/26/2024  10:15:02 AM Chg.+0.098 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.270EUR +56.98% -
Bid Size: -
-
Ask Size: -
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: 102.03
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.24
Parity: -6.75
Time value: 0.37
Break-even: 448.70
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 2.15
Spread abs.: 0.15
Spread %: 65.18%
Delta: 0.14
Theta: -0.11
Omega: 14.73
Rho: 0.08
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.172
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month
  -27.03%
3 Months
  -80.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.172
1M High / 1M Low: 0.560 0.172
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.250
Avg. volume 1W:   0.000
Avg. price 1M:   0.388
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   363.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -