UBS Call 335 2FE 21.06.2024
/ CH1297152048
UBS Call 335 2FE 21.06.2024/ CH1297152048 /
2024-05-31 7:25:19 PM |
Chg.-0.200 |
Bid7:58:17 PM |
Ask7:58:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.300EUR |
-4.44% |
4.320 Bid Size: 750 |
4.470 Ask Size: 750 |
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: |
8.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.51 |
Intrinsic value: |
4.43 |
Implied volatility: |
0.38 |
Historic volatility: |
0.24 |
Parity: |
4.43 |
Time value: |
0.18 |
Break-even: |
381.10 |
Moneyness: |
1.13 |
Premium: |
0.00 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.15 |
Spread %: |
3.36% |
Delta: |
0.93 |
Theta: |
-0.15 |
Omega: |
7.64 |
Rho: |
0.17 |
Quote data
Open: |
4.270 |
High: |
4.340 |
Low: |
4.190 |
Previous Close: |
4.500 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-15.02% |
1 Month |
|
|
-33.95% |
3 Months |
|
|
-34.45% |
YTD |
|
|
+230.77% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.340 |
4.260 |
1M High / 1M Low: |
6.960 |
4.240 |
6M High / 6M Low: |
7.610 |
0.980 |
High (YTD): |
2024-03-26 |
7.610 |
Low (YTD): |
2024-01-25 |
0.980 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.582 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.100 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.232 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
140.93% |
Volatility 6M: |
|
213.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |