UBS Call 345 2FE 21.06.2024
/ CH1309009715
UBS Call 345 2FE 21.06.2024/ CH1309009715 /
| 2024-05-23 2:10:01 PM |
Chg.+0.16 |
Bid4:59:27 PM |
Ask4:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.16EUR |
+4.00% |
4.12
Bid Size: 2,500 |
4.17
Ask Size: 2,500 |
FERRARI N.V. |
345.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM1JUB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
345.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.16 |
| Intrinsic value: |
4.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.24 |
| Parity: |
4.00 |
| Time value: |
0.12 |
| Break-even: |
386.20 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.15 |
| Spread %: |
3.78% |
| Delta: |
0.98 |
| Theta: |
-0.05 |
| Omega: |
9.15 |
| Rho: |
0.27 |
Quote data
| Open: |
4.16 |
| High: |
4.16 |
| Low: |
4.16 |
| Previous Close: |
4.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.62% |
| 1 Month |
|
|
-17.30% |
| 3 Months |
|
|
-15.45% |
| YTD |
|
|
+337.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.64 |
3.95 |
| 1M High / 1M Low: |
6.15 |
3.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-26 |
6.78 |
| Low (YTD): |
2024-01-25 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
