UBS Call 430 2FE 20.12.2024
/ CH1329471069
UBS Call 430 2FE 20.12.2024/ CH1329471069 /
| 2024-05-13 2:40:31 PM |
Chg.+0.070 |
Bid2:43:32 PM |
Ask2:43:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
+4.49% |
1.660
Bid Size: 2,500 |
1.710
Ask Size: 2,500 |
FERRARI N.V. |
430.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
-5.60 |
| Time value: |
1.76 |
| Break-even: |
447.60 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.15 |
| Spread %: |
9.32% |
| Delta: |
0.35 |
| Theta: |
-0.08 |
| Omega: |
7.37 |
| Rho: |
0.68 |
Quote data
| Open: |
1.630 |
| High: |
1.690 |
| Low: |
1.630 |
| Previous Close: |
1.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.08% |
| 1 Month |
|
|
-38.72% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.400 |
1.560 |
| 1M High / 1M Low: |
2.400 |
1.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.880 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
