UBS Call 265 2FE 21.06.2024
/ CH1285180357
UBS Call 265 2FE 21.06.2024/ CH1285180357 /
| 03/06/2024 19:28:47 |
Chg.-0.440 |
Bid19:28:47 |
Ask19:28:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.940EUR |
-3.87% |
10.940
Bid Size: 1,000 |
11.040
Ask Size: 1,000 |
FERRARI N.V. |
265.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
UL8RZA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
265.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.48 |
| Intrinsic value: |
11.43 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.24 |
| Parity: |
11.43 |
| Time value: |
0.10 |
| Break-even: |
380.30 |
| Moneyness: |
1.43 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.15 |
| Spread %: |
1.32% |
| Delta: |
0.98 |
| Theta: |
-0.12 |
| Omega: |
3.23 |
| Rho: |
0.13 |
Quote data
| Open: |
11.540 |
| High: |
11.570 |
| Low: |
10.850 |
| Previous Close: |
11.380 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.55% |
| 1 Month |
|
|
-20.03% |
| 3 Months |
|
|
-15.52% |
| YTD |
|
|
+103.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.230 |
11.100 |
| 1M High / 1M Low: |
13.680 |
11.100 |
| 6M High / 6M Low: |
14.160 |
5.080 |
| High (YTD): |
25/03/2024 |
14.160 |
| Low (YTD): |
23/01/2024 |
5.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.824 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
10.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.53% |
| Volatility 6M: |
|
100.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
