UBS Call 310 2FE 21.06.2024
/ CH1285180449
UBS Call 310 2FE 21.06.2024/ CH1285180449 /
| 17/05/2024 09:25:43 |
Chg.-0.010 |
Bid09:41:30 |
Ask09:38:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.870EUR |
-0.13% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
310.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UL8P1W |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/05/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.99 |
| Intrinsic value: |
6.93 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.24 |
| Parity: |
6.93 |
| Time value: |
0.99 |
| Break-even: |
389.20 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.04 |
| Spread %: |
0.51% |
| Delta: |
0.83 |
| Theta: |
-0.60 |
| Omega: |
3.98 |
| Rho: |
0.13 |
Quote data
| Open: |
7.870 |
| High: |
7.870 |
| Low: |
7.870 |
| Previous Close: |
7.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-10.87% |
| 3 Months |
|
|
-10.26% |
| YTD |
|
|
+232.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
9.230 |
6.590 |
| 6M High / 6M Low: |
9.920 |
2.020 |
| High (YTD): |
26/03/2024 |
9.920 |
| Low (YTD): |
23/01/2024 |
2.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
7.696 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.024 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.80% |
| Volatility 6M: |
|
151.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
