UBS Call 435 2FE 21.06.2024
/ DE000UM27045
UBS Call 435 2FE 21.06.2024/ DE000UM27045 /
| 2024-05-24 7:39:12 PM |
Chg.-0.002 |
Bid7:59:54 PM |
Ask7:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
-5.88% |
0.007
Bid Size: 750 |
0.192
Ask Size: 750 |
FERRARI N.V. |
435.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UM2704 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
435.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
201.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
-4.89 |
| Time value: |
0.19 |
| Break-even: |
436.92 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
4.32 |
| Spread abs.: |
0.19 |
| Spread %: |
6,300.00% |
| Delta: |
0.11 |
| Theta: |
-0.13 |
| Omega: |
22.96 |
| Rho: |
0.03 |
Quote data
| Open: |
0.067 |
| High: |
0.069 |
| Low: |
0.032 |
| Previous Close: |
0.034 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.51% |
| 1 Month |
|
|
-95.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.056 |
0.018 |
| 1M High / 1M Low: |
0.860 |
0.018 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
721.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
