UBS Call 365 2FE 21.06.2024
/ CH1322928180
UBS Call 365 2FE 21.06.2024/ CH1322928180 /
| 2024-06-03 5:46:54 PM |
Chg.-0.150 |
Bid5:46:54 PM |
Ask5:46:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.620EUR |
-8.47% |
1.620
Bid Size: 1,000 |
1.720
Ask Size: 1,000 |
FERRARI N.V. |
365.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UM2C5Y |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
1.43 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
1.43 |
| Time value: |
0.49 |
| Break-even: |
384.20 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.15 |
| Spread %: |
8.47% |
| Delta: |
0.74 |
| Theta: |
-0.26 |
| Omega: |
14.55 |
| Rho: |
0.13 |
Quote data
| Open: |
1.880 |
| High: |
1.900 |
| Low: |
1.380 |
| Previous Close: |
1.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.71% |
| 1 Month |
|
|
-63.35% |
| 3 Months |
|
|
-61.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.520 |
1.590 |
| 1M High / 1M Low: |
4.420 |
1.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
