UBS Call 375 2FE 21.06.2024
/ CH1322928206
UBS Call 375 2FE 21.06.2024/ CH1322928206 /
| 17/06/2024 21:54:54 |
Chg.+0.600 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.400EUR |
+75.00% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
375.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
UM2N5W |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
47.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.48 |
| Time value: |
0.32 |
| Break-even: |
383.00 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-0.62 |
| Omega: |
31.12 |
| Rho: |
0.03 |
Quote data
| Open: |
0.910 |
| High: |
1.460 |
| Low: |
0.880 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.00% |
| 1 Month |
|
|
-31.71% |
| 3 Months |
|
|
-56.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.150 |
0.800 |
| 1M High / 1M Low: |
2.150 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.314 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
533.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
