UBS Call 400 2FE 20.12.2024
/ CH1329471002
UBS Call 400 2FE 20.12.2024/ CH1329471002 /
| 2024-09-24 7:51:31 PM |
Chg.-0.180 |
Bid7:51:31 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.380EUR |
-3.95% |
4.380
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.15 |
| Intrinsic value: |
3.07 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
3.07 |
| Time value: |
1.49 |
| Break-even: |
445.60 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
-0.15 |
| Omega: |
6.90 |
| Rho: |
0.64 |
Quote data
| Open: |
4.670 |
| High: |
4.900 |
| Low: |
4.100 |
| Previous Close: |
4.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.26% |
| 1 Month |
|
|
-13.10% |
| 3 Months |
|
|
+42.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.560 |
3.430 |
| 1M High / 1M Low: |
6.290 |
3.430 |
| 6M High / 6M Low: |
6.290 |
2.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.814 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.326 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.48% |
| Volatility 6M: |
|
151.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
