UBS Call 270 2FE 21.06.2024
/ CH1285180365
UBS Call 270 2FE 21.06.2024/ CH1285180365 /
| 2024-06-07 7:31:41 PM |
Chg.-0.250 |
Bid7:59:58 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.400EUR |
-2.15% |
11.360
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
270.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8UAG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.33 |
| Intrinsic value: |
11.29 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.24 |
| Parity: |
11.29 |
| Time value: |
0.10 |
| Break-even: |
383.90 |
| Moneyness: |
1.42 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.20 |
| Spread %: |
1.79% |
| Delta: |
0.98 |
| Theta: |
-0.17 |
| Omega: |
3.28 |
| Rho: |
0.09 |
Quote data
| Open: |
11.680 |
| High: |
11.680 |
| Low: |
11.110 |
| Previous Close: |
11.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.85% |
| 1 Month |
|
|
+10.25% |
| 3 Months |
|
|
-3.96% |
| YTD |
|
|
+128.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.650 |
10.450 |
| 1M High / 1M Low: |
12.000 |
10.340 |
| 6M High / 6M Low: |
13.760 |
4.680 |
| High (YTD): |
2024-03-27 |
13.760 |
| Low (YTD): |
2024-01-23 |
4.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.730 |
| Avg. volume 6M: |
|
.161 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.04% |
| Volatility 6M: |
|
101.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
