UBS Call 300 2FE 21.06.2024
/ CH1285180423
UBS Call 300 2FE 21.06.2024/ CH1285180423 /
| 2024-06-14 7:37:14 PM |
Chg.-0.910 |
Bid7:58:56 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.100EUR |
-10.10% |
8.040
Bid Size: 38 |
-
Ask Size: - |
FERRARI N.V. |
300.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8XJP |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.00 |
| Intrinsic value: |
7.98 |
| Implied volatility: |
1.64 |
| Historic volatility: |
0.24 |
| Parity: |
7.98 |
| Time value: |
0.48 |
| Break-even: |
384.60 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.43 |
| Spread %: |
5.35% |
| Delta: |
0.89 |
| Theta: |
-1.27 |
| Omega: |
4.00 |
| Rho: |
0.04 |
Quote data
| Open: |
8.240 |
| High: |
8.270 |
| Low: |
7.880 |
| Previous Close: |
9.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.03% |
| 1 Month |
|
|
-8.68% |
| 3 Months |
|
|
-12.24% |
| YTD |
|
|
+175.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.010 |
8.100 |
| 1M High / 1M Low: |
9.030 |
7.460 |
| 6M High / 6M Low: |
10.860 |
2.580 |
| High (YTD): |
2024-03-26 |
10.860 |
| Low (YTD): |
2024-01-25 |
2.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.457 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.348 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.201 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.27% |
| Volatility 6M: |
|
139.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
