UBS Call 365 2FE 21.06.2024
/ CH1322928180
UBS Call 365 2FE 21.06.2024/ CH1322928180 /
| 6/17/2024 9:53:35 PM |
Chg.+0.700 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.340EUR |
+42.68% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
365.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
UM2C5Y |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.48 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.24 |
| Parity: |
1.48 |
| Time value: |
0.61 |
| Break-even: |
385.90 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
3.28 |
| Spread abs.: |
0.45 |
| Spread %: |
27.44% |
| Delta: |
0.70 |
| Theta: |
-1.35 |
| Omega: |
12.81 |
| Rho: |
0.03 |
Quote data
| Open: |
1.770 |
| High: |
2.400 |
| Low: |
1.750 |
| Previous Close: |
1.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-17.61% |
| 3 Months |
|
|
-39.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.100 |
1.640 |
| 1M High / 1M Low: |
3.100 |
1.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.184 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
368.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
