UBS Call 380 2FE 21.06.2024
/ CH1322928214
UBS Call 380 2FE 21.06.2024/ CH1322928214 /
| 6/7/2024 7:33:06 PM |
Chg.-0.210 |
Bid7:59:32 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-18.26% |
0.910
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
380.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
UM2RBD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
35.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.29 |
| Time value: |
0.79 |
| Break-even: |
390.80 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.28 |
| Spread %: |
35.00% |
| Delta: |
0.57 |
| Theta: |
-0.36 |
| Omega: |
20.26 |
| Rho: |
0.07 |
Quote data
| Open: |
1.080 |
| High: |
1.080 |
| Low: |
0.830 |
| Previous Close: |
1.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.68% |
| 1 Month |
|
|
-47.19% |
| 3 Months |
|
|
-65.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.540 |
| 1M High / 1M Low: |
1.730 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
355.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
