UBS Call 375 2FE 21.06.2024
/ CH1322928206
UBS Call 375 2FE 21.06.2024/ CH1322928206 /
| 6/14/2024 9:54:06 PM |
Chg.-0.470 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-37.01% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
375.00 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
47.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
0.48 |
| Time value: |
0.32 |
| Break-even: |
383.00 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-0.42 |
| Omega: |
31.29 |
| Rho: |
0.04 |
Quote data
| Open: |
1.320 |
| High: |
1.370 |
| Low: |
0.670 |
| Previous Close: |
1.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-54.29% |
| 3 Months |
|
|
-75.31% |
| 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: |
|
1.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
509.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
