UBS Call 365 2FE 21.06.2024
/ CH1322928180
UBS Call 365 2FE 21.06.2024/ CH1322928180 /
2024-05-21 9:54:50 PM |
Chg.+0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.430EUR |
+2.10% |
- Bid Size: - |
- Ask Size: - |
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: |
15.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.45 |
Intrinsic value: |
2.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.25 |
Parity: |
2.00 |
Time value: |
0.53 |
Break-even: |
390.30 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.15 |
Spread %: |
6.30% |
Delta: |
0.77 |
Theta: |
-0.18 |
Omega: |
11.79 |
Rho: |
0.23 |
Quote data
Open: |
2.310 |
High: |
2.480 |
Low: |
2.120 |
Previous Close: |
2.380 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.48% |
1 Month |
|
|
-23.58% |
3 Months |
|
|
-9.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.840 |
2.240 |
1M High / 1M Low: |
4.420 |
1.990 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.508 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.086 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
249.10% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |