UBS Call 270 2FE 21.06.2024
/ CH1285180365
UBS Call 270 2FE 21.06.2024/ CH1285180365 /
| 2024-05-31 7:41:29 PM |
Chg.-0.150 |
Bid7:57:41 PM |
Ask7:57:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.770EUR |
-1.37% |
10.740
Bid Size: 750 |
10.890
Ask Size: 750 |
FERRARI N.V. |
270.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8UAG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.99 |
| Intrinsic value: |
10.93 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.24 |
| Parity: |
10.93 |
| Time value: |
0.11 |
| Break-even: |
380.40 |
| Moneyness: |
1.40 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.15 |
| Spread %: |
1.38% |
| Delta: |
0.98 |
| Theta: |
-0.11 |
| Omega: |
3.36 |
| Rho: |
0.14 |
Quote data
| Open: |
10.670 |
| High: |
10.770 |
| Low: |
10.560 |
| Previous Close: |
10.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
-15.20% |
| 3 Months |
|
|
-14.11% |
| YTD |
|
|
+116.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.770 |
10.650 |
| 1M High / 1M Low: |
13.160 |
10.340 |
| 6M High / 6M Low: |
13.760 |
4.680 |
| High (YTD): |
2024-03-27 |
13.760 |
| Low (YTD): |
2024-01-23 |
4.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.594 |
| Avg. volume 6M: |
|
.163 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.35% |
| Volatility 6M: |
|
103.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
