UBS Call 375 2FE 21.06.2024
/ CH1322928206
UBS Call 375 2FE 21.06.2024/ CH1322928206 /
| 2024-05-21 2:15:39 PM |
Chg.-0.050 |
Bid2:15:39 PM |
Ask2:15:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.580EUR |
-3.07% |
1.580
Bid Size: 2,500 |
1.630
Ask Size: 2,500 |
FERRARI N.V. |
375.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UM2N5W |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
21.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
1.00 |
| Time value: |
0.78 |
| Break-even: |
392.80 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.15 |
| Spread %: |
9.20% |
| Delta: |
0.67 |
| Theta: |
-0.19 |
| Omega: |
14.43 |
| Rho: |
0.20 |
Quote data
| Open: |
1.570 |
| High: |
1.670 |
| Low: |
1.410 |
| Previous Close: |
1.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-38.28% |
| 3 Months |
|
|
-26.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.050 |
1.580 |
| 1M High / 1M Low: |
3.660 |
1.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.396 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
