UBS Call 330 2FE 21.06.2024
/ CH1285180480
UBS Call 330 2FE 21.06.2024/ CH1285180480 /
| 2024-06-17 4:58:56 PM |
Chg.+0.490 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.530EUR |
+9.72% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
330.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UL8ZQ8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.99 |
| Intrinsic value: |
4.98 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.24 |
| Parity: |
4.98 |
| Time value: |
0.06 |
| Break-even: |
380.40 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.34 |
| Omega: |
7.26 |
| Rho: |
0.03 |
Quote data
| Open: |
5.200 |
| High: |
5.720 |
| Low: |
5.170 |
| Previous Close: |
5.040 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.47% |
| 1 Month |
|
|
-8.90% |
| 3 Months |
|
|
-16.59% |
| YTD |
|
|
+278.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.570 |
5.040 |
| 1M High / 1M Low: |
6.570 |
4.590 |
| 6M High / 6M Low: |
7.970 |
1.170 |
| High (YTD): |
2024-03-25 |
7.970 |
| Low (YTD): |
2024-01-24 |
1.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.785 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.37% |
| Volatility 6M: |
|
216.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
