UBS Call 355 2FE 21.06.2024
/ CH1309009731
UBS Call 355 2FE 21.06.2024/ CH1309009731 /
| 31/05/2024 19:32:15 |
Chg.-0.170 |
Bid19:59:32 |
Ask19:59:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.470EUR |
-6.44% |
2.470
Bid Size: 750 |
2.620
Ask Size: 750 |
FERRARI N.V. |
355.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
UM1GKX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
355.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
06/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
2.43 |
| Time value: |
0.32 |
| Break-even: |
382.50 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
5.77% |
| Delta: |
0.84 |
| Theta: |
-0.20 |
| Omega: |
11.53 |
| Rho: |
0.16 |
Quote data
| Open: |
2.480 |
| High: |
2.510 |
| Low: |
2.340 |
| Previous Close: |
2.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.57% |
| 1 Month |
|
|
-48.33% |
| 3 Months |
|
|
-50.10% |
| YTD |
|
|
+247.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.440 |
2.420 |
| 1M High / 1M Low: |
5.210 |
2.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
27/03/2024 |
5.910 |
| Low (YTD): |
25/01/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
