UBS Call 340 2FE 21.06.2024
/ CH1297152055
UBS Call 340 2FE 21.06.2024/ CH1297152055 /
| 2024-05-17 11:20:14 AM |
Chg.+0.67 |
Bid5:18:15 PM |
Ask5:18:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.99EUR |
+15.51% |
5.11
Bid Size: 2,500 |
5.16
Ask Size: 2,500 |
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: |
8.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.88 |
| Intrinsic value: |
4.71 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
4.71 |
| Time value: |
0.09 |
| Break-even: |
388.00 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.15 |
| Spread %: |
3.23% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
4.99 |
| High: |
4.99 |
| Low: |
4.99 |
| Previous Close: |
4.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.95% |
| 1 Month |
|
|
-7.76% |
| 3 Months |
|
|
+29.95% |
| YTD |
|
|
+357.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.32 |
3.90 |
| 1M High / 1M Low: |
6.57 |
3.73 |
| 6M High / 6M Low: |
7.17 |
0.83 |
| High (YTD): |
2024-03-26 |
7.17 |
| Low (YTD): |
2024-01-25 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.13% |
| Volatility 6M: |
|
228.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
