UBS Call 265 2FE 21.06.2024
/ CH1285180357
UBS Call 265 2FE 21.06.2024/ CH1285180357 /
| 2024-05-24 7:28:26 PM |
Chg.-0.030 |
Bid7:57:44 PM |
Ask7:57:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.960EUR |
-0.25% |
11.930
Bid Size: 750 |
12.080
Ask Size: 750 |
FERRARI N.V. |
265.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8RZA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
265.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.18 |
| Intrinsic value: |
12.11 |
| Implied volatility: |
- |
| Historic volatility: |
0.24 |
| Parity: |
12.11 |
| Time value: |
-0.09 |
| Break-even: |
385.20 |
| Moneyness: |
1.46 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.15 |
| Spread %: |
1.26% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
11.770 |
| High: |
12.170 |
| Low: |
11.770 |
| Previous Close: |
11.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.24% |
| 1 Month |
|
|
-9.05% |
| 3 Months |
|
|
-2.37% |
| YTD |
|
|
+121.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.070 |
11.960 |
| 1M High / 1M Low: |
14.090 |
10.990 |
| 6M High / 6M Low: |
14.250 |
5.080 |
| High (YTD): |
2024-03-26 |
14.250 |
| Low (YTD): |
2024-01-23 |
5.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.353 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.930 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.10% |
| Volatility 6M: |
|
98.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
