UBS Call 340 2FE 21.06.2024
/ CH1297152055
UBS Call 340 2FE 21.06.2024/ CH1297152055 /
| 2024-04-30 10:05:19 AM |
Chg.-0.07 |
Bid12:19:34 PM |
Ask12:19:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.95EUR |
-1.16% |
5.61
Bid Size: 25,000 |
5.64
Ask Size: 25,000 |
FERRARI N.V. |
340.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL8JTJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.33 |
| Intrinsic value: |
5.06 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.24 |
| Parity: |
5.06 |
| Time value: |
0.96 |
| Break-even: |
400.20 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.09 |
| Spread %: |
1.52% |
| Delta: |
0.81 |
| Theta: |
-0.21 |
| Omega: |
5.28 |
| Rho: |
0.37 |
Quote data
| Open: |
5.95 |
| High: |
5.95 |
| Low: |
5.95 |
| Previous Close: |
6.02 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.19% |
| 1 Month |
|
|
-15.12% |
| 3 Months |
|
|
+328.06% |
| YTD |
|
|
+445.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.07 |
5.38 |
| 1M High / 1M Low: |
6.86 |
4.81 |
| 6M High / 6M Low: |
7.17 |
0.79 |
| High (YTD): |
2024-03-26 |
7.17 |
| Low (YTD): |
2024-01-25 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.94% |
| Volatility 6M: |
|
227.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
