UBS Call 400 2FE 21.06.2024
/ CH1329470848
UBS Call 400 2FE 21.06.2024/ CH1329470848 /
| 2024-06-14 10:00:22 AM |
Chg.-0.104 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.119EUR |
-46.64% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
UM27SM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
319.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
-2.02 |
| Time value: |
0.12 |
| Break-even: |
401.19 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
27.02 |
| Spread abs.: |
0.12 |
| Spread %: |
11,800.00% |
| Delta: |
0.14 |
| Theta: |
-0.32 |
| Omega: |
43.81 |
| Rho: |
0.01 |
Quote data
| Open: |
0.119 |
| High: |
0.119 |
| Low: |
0.119 |
| Previous Close: |
0.223 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.40% |
| 1 Month |
|
|
-81.97% |
| 3 Months |
|
|
-93.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.223 |
0.119 |
| 1M High / 1M Low: |
0.660 |
0.119 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.153 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
492.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
