UBS Call 400 2FE 20.12.2024
/ CH1329471002
UBS Call 400 2FE 20.12.2024/ CH1329471002 /
| 26/09/2024 19:36:54 |
Chg.+0.370 |
Bid19:59:58 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.510EUR |
+8.94% |
4.500
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM29XT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.65 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
2.43 |
| Time value: |
1.86 |
| Break-even: |
442.90 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.69 |
| Theta: |
-0.17 |
| Omega: |
6.79 |
| Rho: |
0.58 |
Quote data
| Open: |
4.770 |
| High: |
4.770 |
| Low: |
4.360 |
| Previous Close: |
4.140 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.08% |
| 1 Month |
|
|
-19.32% |
| 3 Months |
|
|
+72.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.560 |
4.060 |
| 1M High / 1M Low: |
6.190 |
3.450 |
| 6M High / 6M Low: |
6.190 |
2.180 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.817 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.355 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.83% |
| Volatility 6M: |
|
150.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
