UBS Call 270 2FE 21.06.2024
/ CH1285180365
UBS Call 270 2FE 21.06.2024/ CH1285180365 /
| 6/14/2024 7:28:47 PM |
Chg.-0.540 |
Bid7:59:07 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.100EUR |
-4.64% |
11.030
Bid Size: 38 |
-
Ask Size: - |
FERRARI N.V. |
270.00 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
9/14/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.00 |
| Intrinsic value: |
10.98 |
| Implied volatility: |
1.27 |
| Historic volatility: |
0.24 |
| Parity: |
10.98 |
| Time value: |
0.05 |
| Break-even: |
380.30 |
| Moneyness: |
1.41 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.22 |
| Omega: |
3.39 |
| Rho: |
0.04 |
Quote data
| Open: |
11.550 |
| High: |
11.550 |
| Low: |
10.900 |
| Previous Close: |
11.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.63% |
| 1 Month |
|
|
-6.09% |
| 3 Months |
|
|
-8.04% |
| YTD |
|
|
+122.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.300 |
11.100 |
| 1M High / 1M Low: |
12.300 |
10.450 |
| 6M High / 6M Low: |
13.760 |
4.680 |
| High (YTD): |
3/27/2024 |
13.760 |
| Low (YTD): |
1/23/2024 |
4.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.374 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.902 |
| Avg. volume 6M: |
|
.163 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.25% |
| Volatility 6M: |
|
100.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
