UBS Call 375 2FE 21.06.2024
/ CH1322928206
UBS Call 375 2FE 21.06.2024/ CH1322928206 /
| 03/06/2024 18:12:29 |
Chg.-0.220 |
Bid18:12:29 |
Ask18:12:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-20.37% |
0.860
Bid Size: 1,000 |
0.960
Ask Size: 1,000 |
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: |
30.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
0.43 |
| Time value: |
0.80 |
| Break-even: |
387.30 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.15 |
| Spread %: |
13.89% |
| Delta: |
0.59 |
| Theta: |
-0.28 |
| Omega: |
18.34 |
| Rho: |
0.11 |
Quote data
| Open: |
1.170 |
| High: |
1.190 |
| Low: |
0.780 |
| Previous Close: |
1.080 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-76.50% |
| 3 Months |
|
|
-75.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
0.960 |
| 1M High / 1M Low: |
3.660 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.692 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
