UBS Call 345 2FE 21.06.2024
/ CH1309009715
UBS Call 345 2FE 21.06.2024/ CH1309009715 /
| 2024-05-31 7:25:47 PM |
Chg.-0.200 |
Bid7:57:41 PM |
Ask7:57:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.360EUR |
-5.62% |
3.370
Bid Size: 750 |
3.520
Ask Size: 750 |
FERRARI N.V. |
345.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM1JUB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
345.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
3.43 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
3.43 |
| Time value: |
0.22 |
| Break-even: |
381.50 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
4.29% |
| Delta: |
0.90 |
| Theta: |
-0.16 |
| Omega: |
9.33 |
| Rho: |
0.17 |
Quote data
| Open: |
3.320 |
| High: |
3.420 |
| Low: |
3.230 |
| Previous Close: |
3.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.45% |
| 1 Month |
|
|
-40.21% |
| 3 Months |
|
|
-41.36% |
| YTD |
|
|
+246.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.370 |
3.320 |
| 1M High / 1M Low: |
6.020 |
3.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-26 |
6.730 |
| Low (YTD): |
2024-01-25 |
0.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
