UBS Call 335 2FE 21.06.2024
/ CH1297152048
UBS Call 335 2FE 21.06.2024/ CH1297152048 /
| 2024-05-17 10:24:13 AM |
Chg.+0.03 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.43EUR |
+0.56% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
335.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL8LZP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
335.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.44 |
| Intrinsic value: |
5.30 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.25 |
| Parity: |
5.30 |
| Time value: |
0.44 |
| Break-even: |
392.40 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
2.68% |
| Delta: |
0.88 |
| Theta: |
-0.18 |
| Omega: |
5.96 |
| Rho: |
0.27 |
Quote data
| Open: |
5.43 |
| High: |
5.43 |
| Low: |
5.43 |
| Previous Close: |
5.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.12% |
| 1 Month |
|
|
-9.35% |
| 3 Months |
|
|
+29.29% |
| YTD |
|
|
+330.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.43 |
4.50 |
| 1M High / 1M Low: |
7.03 |
4.16 |
| 6M High / 6M Low: |
7.61 |
0.98 |
| High (YTD): |
2024-03-26 |
7.61 |
| Low (YTD): |
2024-01-25 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.94 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.06 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.76% |
| Volatility 6M: |
|
215.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
