UBS Call 390 2FE 21.06.2024
/ CH1322928230
UBS Call 390 2FE 21.06.2024/ CH1322928230 /
| 2024-05-31 9:19:18 AM |
Chg.0.000 |
Bid9:52:25 PM |
Ask9:52:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
0.00% |
0.400
Bid Size: 750 |
0.550
Ask Size: 750 |
FERRARI N.V. |
390.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UM2N68 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
69.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-1.41 |
| Time value: |
0.54 |
| Break-even: |
395.40 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.15 |
| Spread %: |
38.46% |
| Delta: |
0.32 |
| Theta: |
-0.24 |
| Omega: |
22.56 |
| Rho: |
0.07 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.43% |
| 1 Month |
|
|
-81.70% |
| 3 Months |
|
|
-86.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.410 |
| 1M High / 1M Low: |
2.560 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
