UBS Call 340 2FE 21.06.2024
/ CH1297152055
UBS Call 340 2FE 21.06.2024/ CH1297152055 /
| 2024-06-18 10:40:24 AM |
Chg.+0.130 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.670EUR |
+2.86% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
340.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UL8JTJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.34 |
| Intrinsic value: |
4.33 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.24 |
| Parity: |
4.33 |
| Time value: |
0.14 |
| Break-even: |
384.70 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
-0.07 |
| Spread %: |
-1.54% |
| Delta: |
0.92 |
| Theta: |
-0.88 |
| Omega: |
7.88 |
| Rho: |
0.03 |
Quote data
| Open: |
4.820 |
| High: |
4.840 |
| Low: |
4.610 |
| Previous Close: |
4.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.35% |
| 1 Month |
|
|
-8.61% |
| 3 Months |
|
|
-21.64% |
| YTD |
|
|
+320.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.570 |
4.050 |
| 1M High / 1M Low: |
5.570 |
3.630 |
| 6M High / 6M Low: |
7.080 |
0.850 |
| High (YTD): |
2024-03-25 |
7.080 |
| Low (YTD): |
2024-01-24 |
0.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.670 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.075 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.50% |
| Volatility 6M: |
|
248.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
