UBS Call 370 2FE 21.06.2024
/ CH1322928198
UBS Call 370 2FE 21.06.2024/ CH1322928198 /
| 2024-05-24 9:00:40 AM |
Chg.-0.45 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
-19.31% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
370.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UM2L02 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.08 |
| Intrinsic value: |
1.61 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.24 |
| Parity: |
1.61 |
| Time value: |
0.39 |
| Break-even: |
390.00 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
8.11% |
| Delta: |
0.79 |
| Theta: |
-0.15 |
| Omega: |
15.19 |
| Rho: |
0.21 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
2.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.31% |
| 1 Month |
|
|
-37.54% |
| 3 Months |
|
|
-44.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.40 |
1.88 |
| 1M High / 1M Low: |
3.97 |
1.60 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
