UBS Call 325 2FE 21.06.2024
/ CH1285180472
UBS Call 325 2FE 21.06.2024/ CH1285180472 /
| 2024-06-14 10:23:53 AM |
Chg.-0.37 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.97EUR |
-5.84% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
325.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL86GH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
325.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.50 |
| Intrinsic value: |
5.48 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.24 |
| Parity: |
5.48 |
| Time value: |
0.06 |
| Break-even: |
380.40 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.22 |
| Omega: |
6.64 |
| Rho: |
0.05 |
Quote data
| Open: |
5.97 |
| High: |
5.97 |
| Low: |
5.97 |
| Previous Close: |
6.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.40% |
| 1 Month |
|
|
-5.54% |
| 3 Months |
|
|
-11.69% |
| YTD |
|
|
+264.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.34 |
5.61 |
| 1M High / 1M Low: |
6.56 |
5.03 |
| 6M High / 6M Low: |
8.63 |
1.34 |
| High (YTD): |
2024-03-25 |
8.63 |
| Low (YTD): |
2024-01-23 |
1.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.82% |
| Volatility 6M: |
|
189.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
