UBS Call 415 2FE 20.12.2024
/ CH1329471036
UBS Call 415 2FE 20.12.2024/ CH1329471036 /
| 20/06/2024 18:19:26 |
Chg.+0.260 |
Bid18:52:39 |
Ask18:52:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.420EUR |
+12.04% |
2.390
Bid Size: 1,000 |
2.490
Ask Size: 1,000 |
FERRARI N.V. |
415.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
UM23FC |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
415.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-3.05 |
| Time value: |
2.30 |
| Break-even: |
438.00 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.15 |
| Spread %: |
6.98% |
| Delta: |
0.43 |
| Theta: |
-0.10 |
| Omega: |
7.23 |
| Rho: |
0.72 |
Quote data
| Open: |
2.180 |
| High: |
2.440 |
| Low: |
2.180 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.50% |
| 1 Month |
|
|
+2.98% |
| 3 Months |
|
|
-24.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.320 |
1.980 |
| 1M High / 1M Low: |
2.620 |
1.850 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.203 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
