UBS Call 305 2FE 21.06.2024
/ CH1285180431
UBS Call 305 2FE 21.06.2024/ CH1285180431 /
| 17/05/2024 09:24:51 |
Chg.+0.010 |
Bid09:41:30 |
Ask09:38:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.370EUR |
+0.12% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
305.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UL8VDJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
305.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.49 |
| Intrinsic value: |
7.43 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.24 |
| Parity: |
7.43 |
| Time value: |
0.98 |
| Break-even: |
389.10 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.04 |
| Spread %: |
0.48% |
| Delta: |
0.84 |
| Theta: |
-0.61 |
| Omega: |
3.79 |
| Rho: |
0.13 |
Quote data
| Open: |
8.370 |
| High: |
8.370 |
| Low: |
8.370 |
| Previous Close: |
8.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.10% |
| 3 Months |
|
|
-9.22% |
| YTD |
|
|
+217.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
9.760 |
7.070 |
| 6M High / 6M Low: |
10.430 |
2.290 |
| High (YTD): |
27/03/2024 |
10.430 |
| Low (YTD): |
25/01/2024 |
2.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
8.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.422 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.83% |
| Volatility 6M: |
|
153.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
