UBS Call 265 2FE 21.06.2024
/ CH1285180357
UBS Call 265 2FE 21.06.2024/ CH1285180357 /
2024-05-21 2:33:11 PM |
Chg.-0.120 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
11.840EUR |
-1.00% |
- Bid Size: - |
- Ask Size: - |
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: |
3.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.09 |
Intrinsic value: |
12.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.25 |
Parity: |
12.00 |
Time value: |
0.11 |
Break-even: |
386.10 |
Moneyness: |
1.45 |
Premium: |
0.00 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.15 |
Spread %: |
1.25% |
Delta: |
0.99 |
Theta: |
-0.06 |
Omega: |
3.15 |
Rho: |
0.22 |
Quote data
Open: |
11.870 |
High: |
12.020 |
Low: |
11.650 |
Previous Close: |
11.960 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.69% |
1 Month |
|
|
-0.92% |
3 Months |
|
|
+8.42% |
YTD |
|
|
+120.48% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.470 |
11.310 |
1M High / 1M Low: |
13.680 |
11.200 |
6M High / 6M Low: |
14.160 |
5.080 |
High (YTD): |
2024-03-25 |
14.160 |
Low (YTD): |
2024-01-23 |
5.130 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.970 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
12.313 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
9.830 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.76% |
Volatility 6M: |
|
101.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |