UBS Call 400 2FE 20.09.2024
/ CH1329470921
UBS Call 400 2FE 20.09.2024/ CH1329470921 /
| 6/21/2024 7:28:49 PM |
Chg.-0.110 |
Bid7:59:56 PM |
Ask7:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.740EUR |
-5.95% |
1.710
Bid Size: 750 |
1.860
Ask Size: 750 |
FERRARI N.V. |
400.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
UM2Y3M |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-1.09 |
| Time value: |
2.15 |
| Break-even: |
421.50 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.15 |
| Spread %: |
7.50% |
| Delta: |
0.49 |
| Theta: |
-0.15 |
| Omega: |
8.78 |
| Rho: |
0.42 |
Quote data
| Open: |
1.870 |
| High: |
1.870 |
| Low: |
1.680 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.78% |
| 1 Month |
|
|
-9.84% |
| 3 Months |
|
|
-49.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.850 |
1.490 |
| 1M High / 1M Low: |
2.190 |
1.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.733 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
