UBS Call 355 2FE 21.06.2024
/ CH1309009731
UBS Call 355 2FE 21.06.2024/ CH1309009731 /
| 2024-05-31 10:22:42 AM |
Chg.+0.17 |
Bid6:01:22 PM |
Ask6:01:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.50EUR |
+7.30% |
2.50
Bid Size: 1,000 |
2.60
Ask Size: 1,000 |
FERRARI N.V. |
355.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
UM1GKX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
355.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.34 |
| Intrinsic value: |
2.09 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
2.09 |
| Time value: |
0.58 |
| Break-even: |
381.70 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.15 |
| Spread %: |
5.95% |
| Delta: |
0.76 |
| Theta: |
-0.28 |
| Omega: |
10.69 |
| Rho: |
0.15 |
Quote data
| Open: |
2.50 |
| High: |
2.50 |
| Low: |
2.50 |
| Previous Close: |
2.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.01% |
| 1 Month |
|
|
-45.30% |
| 3 Months |
|
|
-53.18% |
| YTD |
|
|
+257.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.29 |
2.33 |
| 1M High / 1M Low: |
5.28 |
2.33 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-26 |
5.93 |
| Low (YTD): |
2024-01-25 |
0.49 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
