UBS Call 320 2FE 21.06.2024
/ CH1285180464
UBS Call 320 2FE 21.06.2024/ CH1285180464 /
| 2024-05-17 9:41:27 AM |
Chg.+0.170 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.900EUR |
+2.53% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
320.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL84AB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-05-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.34 |
| Intrinsic value: |
6.33 |
| Implied volatility: |
2.09 |
| Historic volatility: |
0.24 |
| Parity: |
6.33 |
| Time value: |
0.61 |
| Break-even: |
389.40 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
5.83 |
| Spread abs.: |
0.04 |
| Spread %: |
0.58% |
| Delta: |
0.85 |
| Theta: |
-2.81 |
| Omega: |
4.71 |
| Rho: |
0.02 |
Quote data
| Open: |
6.740 |
| High: |
6.960 |
| Low: |
6.720 |
| Previous Close: |
6.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-10.39% |
| YTD |
|
|
+267.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
8.890 |
1.570 |
| High (YTD): |
2024-03-25 |
8.890 |
| Low (YTD): |
2024-01-23 |
1.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
5.412 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
198.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
