UBS Call 430 2FE 20.12.2024
/ CH1329471069
UBS Call 430 2FE 20.12.2024/ CH1329471069 /
| 5/28/2024 6:34:44 PM |
Chg.-0.260 |
Bid6:58:23 PM |
Ask6:58:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
-13.61% |
1.640
Bid Size: 1,000 |
1.740
Ask Size: 1,000 |
FERRARI N.V. |
430.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
UM3BLE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/4/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-4.43 |
| Time value: |
2.04 |
| Break-even: |
450.40 |
| Moneyness: |
0.90 |
| Premium: |
0.17 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.15 |
| Spread %: |
7.94% |
| Delta: |
0.39 |
| Theta: |
-0.09 |
| Omega: |
7.31 |
| Rho: |
0.73 |
Quote data
| Open: |
1.930 |
| High: |
1.930 |
| Low: |
1.600 |
| Previous Close: |
1.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.81% |
| 1 Month |
|
|
-15.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.910 |
1.820 |
| 1M High / 1M Low: |
2.400 |
1.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.862 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.854 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
