UBS Call 340 2FE 21.06.2024
/ CH1297152055
UBS Call 340 2FE 21.06.2024/ CH1297152055 /
| 20/05/2024 10:05:12 |
Chg.- |
Bid08:21:02 |
Ask08:21:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.10EUR |
- |
4.55
Bid Size: 750 |
4.70
Ask Size: 750 |
FERRARI N.V. |
340.00 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.95 |
| Intrinsic value: |
4.80 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
4.80 |
| Time value: |
0.46 |
| Break-even: |
392.60 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
2.94% |
| Delta: |
0.87 |
| Theta: |
-0.20 |
| Omega: |
6.41 |
| Rho: |
0.25 |
Quote data
| Open: |
5.10 |
| High: |
5.10 |
| Low: |
5.10 |
| Previous Close: |
4.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.19% |
| 1 Month |
|
|
-1.73% |
| 3 Months |
|
|
+32.12% |
| YTD |
|
|
+367.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.10 |
4.14 |
| 1M High / 1M Low: |
6.57 |
3.73 |
| 6M High / 6M Low: |
7.17 |
0.83 |
| High (YTD): |
26/03/2024 |
7.17 |
| Low (YTD): |
25/01/2024 |
0.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.02% |
| Volatility 6M: |
|
228.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
