UBS Call 405 2FE 21.06.2024
/ CH1329470855
UBS Call 405 2FE 21.06.2024/ CH1329470855 /
| 2024-05-21 12:06:24 PM |
Chg.-0.010 |
Bid12:06:24 PM |
Ask12:06:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-3.13% |
0.310
Bid Size: 2,500 |
0.360
Ask Size: 2,500 |
FERRARI N.V. |
405.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UM2XSJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
81.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
-2.00 |
| Time value: |
0.47 |
| Break-even: |
409.70 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
1.08 |
| Spread abs.: |
0.15 |
| Spread %: |
46.88% |
| Delta: |
0.28 |
| Theta: |
-0.17 |
| Omega: |
22.56 |
| Rho: |
0.09 |
Quote data
| Open: |
0.300 |
| High: |
0.360 |
| Low: |
0.280 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.51% |
| 1 Month |
|
|
-73.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.320 |
| 1M High / 1M Low: |
1.850 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.966 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
394.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
