UBS Call 305 2FE 21.06.2024
/ CH1285180431
UBS Call 305 2FE 21.06.2024/ CH1285180431 /
2024-05-16 10:15:50 AM |
Chg.- |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.27EUR |
- |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
305.00 - |
2024-06-21 |
Call |
Master data
WKN: |
UL8VDJ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
305.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-14 |
Last trading day: |
2024-05-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.20 |
Intrinsic value: |
8.11 |
Implied volatility: |
0.63 |
Historic volatility: |
0.24 |
Parity: |
8.11 |
Time value: |
0.30 |
Break-even: |
389.10 |
Moneyness: |
1.27 |
Premium: |
0.01 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.04 |
Spread %: |
0.48% |
Delta: |
0.93 |
Theta: |
-0.19 |
Omega: |
4.27 |
Rho: |
0.20 |
Quote data
Open: |
8.27 |
High: |
8.27 |
Low: |
8.27 |
Previous Close: |
7.64 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-2.01% |
3 Months |
|
|
-4.50% |
YTD |
|
|
+215.65% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
9.84 |
6.93 |
6M High / 6M Low: |
10.50 |
2.29 |
High (YTD): |
2024-03-25 |
10.50 |
Low (YTD): |
2024-01-23 |
2.29 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
8.51 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.32 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
147.07% |
Volatility 6M: |
|
159.02% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |