UBS Call 360 2FE 21.06.2024
/ CH1309009749
UBS Call 360 2FE 21.06.2024/ CH1309009749 /
| 2024-05-31 7:40:37 PM |
Chg.-0.070 |
Bid7:59:32 PM |
Ask7:59:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.080EUR |
-3.26% |
2.050
Bid Size: 750 |
2.200
Ask Size: 750 |
FERRARI N.V. |
360.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM1A9F |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
1.59 |
| Time value: |
0.66 |
| Break-even: |
382.50 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.15 |
| Spread %: |
7.14% |
| Delta: |
0.72 |
| Theta: |
-0.28 |
| Omega: |
12.00 |
| Rho: |
0.14 |
Quote data
| Open: |
2.050 |
| High: |
2.100 |
| Low: |
1.930 |
| Previous Close: |
2.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.09% |
| 1 Month |
|
|
-45.26% |
| 3 Months |
|
|
-54.59% |
| YTD |
|
|
+246.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.980 |
2.010 |
| 1M High / 1M Low: |
5.110 |
2.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-26 |
5.470 |
| Low (YTD): |
2024-01-25 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.007 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
