UBS Call 370 2FE 21.06.2024
/ CH1322928198
UBS Call 370 2FE 21.06.2024/ CH1322928198 /
| 2024-05-31 9:19:18 AM |
Chg.-0.04 |
Bid4:11:08 PM |
Ask4:11:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
-2.96% |
1.30
Bid Size: 2,500 |
1.35
Ask Size: 2,500 |
FERRARI N.V. |
370.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UM2L02 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.24 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.59 |
| Time value: |
0.91 |
| Break-even: |
385.00 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.15 |
| Spread %: |
11.11% |
| Delta: |
0.61 |
| Theta: |
-0.28 |
| Omega: |
15.23 |
| Rho: |
0.12 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.32% |
| 1 Month |
|
|
-62.89% |
| 3 Months |
|
|
-69.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.35 |
| 1M High / 1M Low: |
3.97 |
1.35 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
