UBS Call 345 2FE 21.06.2024
/ CH1309009715
UBS Call 345 2FE 21.06.2024/ CH1309009715 /
| 2024-05-21 11:14:01 AM |
Chg.-0.070 |
Bid11:14:01 AM |
Ask11:14:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.070EUR |
-1.69% |
4.070
Bid Size: 2,500 |
4.120
Ask Size: 2,500 |
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: |
8.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.18 |
| Intrinsic value: |
4.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
4.00 |
| Time value: |
0.29 |
| Break-even: |
387.90 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
3.62% |
| Delta: |
0.90 |
| Theta: |
-0.13 |
| Omega: |
8.06 |
| Rho: |
0.26 |
Quote data
| Open: |
4.060 |
| High: |
4.190 |
| Low: |
3.840 |
| Previous Close: |
4.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.44% |
| 1 Month |
|
|
-12.47% |
| 3 Months |
|
|
+2.78% |
| YTD |
|
|
+323.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.640 |
3.860 |
| 1M High / 1M Low: |
6.090 |
3.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-25 |
6.650 |
| Low (YTD): |
2024-01-24 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
