UBS Call 400 2FE 20.12.2024
/ CH1329471002
UBS Call 400 2FE 20.12.2024/ CH1329471002 /
| 2024-05-24 7:31:23 PM |
Chg.-0.020 |
Bid7:45:10 PM |
Ask7:45:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.950EUR |
-0.67% |
2.920
Bid Size: 750 |
3.070
Ask Size: 750 |
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: |
12.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-1.39 |
| Time value: |
3.04 |
| Break-even: |
430.40 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.15 |
| Spread %: |
5.19% |
| Delta: |
0.52 |
| Theta: |
-0.10 |
| Omega: |
6.57 |
| Rho: |
0.97 |
Quote data
| Open: |
2.920 |
| High: |
3.080 |
| Low: |
2.920 |
| Previous Close: |
2.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.06% |
| 1 Month |
|
|
-0.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.030 |
2.950 |
| 1M High / 1M Low: |
3.570 |
2.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.954 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
