UBS Call 270 2FE 21.06.2024
/ CH1285180365
UBS Call 270 2FE 21.06.2024/ CH1285180365 /
| 14/06/2024 21:52:23 |
Chg.-0.580 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.030EUR |
-5.00% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
270.00 EUR |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
14/09/2023 |
| Last trading day: |
20/06/2024 |
| 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: |
11.680 |
| High: |
11.700 |
| Low: |
10.770 |
| Previous Close: |
11.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.43% |
| 1 Month |
|
|
-3.92% |
| 3 Months |
|
|
-9.44% |
| YTD |
|
|
+121.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.400 |
11.030 |
| 1M High / 1M Low: |
12.400 |
10.520 |
| 6M High / 6M Low: |
13.670 |
4.690 |
| High (YTD): |
25/03/2024 |
13.670 |
| Low (YTD): |
23/01/2024 |
4.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.331 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.907 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.94% |
| Volatility 6M: |
|
105.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
