UBS Call 335 2FE 21.06.2024
/ CH1297152048
UBS Call 335 2FE 21.06.2024/ CH1297152048 /
| 2024-04-30 10:05:19 AM |
Chg.-0.06 |
Bid1:23:12 PM |
Ask1:23:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.40EUR |
-0.93% |
6.13
Bid Size: 25,000 |
6.16
Ask Size: 25,000 |
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: |
6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.80 |
| Intrinsic value: |
5.56 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.24 |
| Parity: |
5.56 |
| Time value: |
0.91 |
| Break-even: |
399.70 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
1.41% |
| Delta: |
0.83 |
| Theta: |
-0.20 |
| Omega: |
5.00 |
| Rho: |
0.37 |
Quote data
| Open: |
6.40 |
| High: |
6.40 |
| Low: |
6.40 |
| Previous Close: |
6.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.78% |
| 1 Month |
|
|
-14.09% |
| 3 Months |
|
|
+302.52% |
| YTD |
|
|
+407.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.51 |
5.82 |
| 1M High / 1M Low: |
7.30 |
5.22 |
| 6M High / 6M Low: |
7.61 |
0.90 |
| High (YTD): |
2024-03-26 |
7.61 |
| Low (YTD): |
2024-01-25 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.42% |
| Volatility 6M: |
|
215.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
