UBS Call 345 2FE 21.03.2025
/ CH1322928396
UBS Call 345 2FE 21.03.2025/ CH1322928396 /
| 2024-09-26 4:42:59 PM |
Chg.+0.280 |
Bid6:13:10 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.600EUR |
+3.00% |
9.910
Bid Size: 1,000 |
-
Ask Size: - |
FERRARI N.V. |
345.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2A00 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
345.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.80 |
| Intrinsic value: |
7.93 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
7.93 |
| Time value: |
1.75 |
| Break-even: |
441.80 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.17 |
| Spread %: |
1.79% |
| Delta: |
0.83 |
| Theta: |
-0.11 |
| Omega: |
3.64 |
| Rho: |
1.23 |
Quote data
| Open: |
10.050 |
| High: |
10.050 |
| Low: |
9.600 |
| Previous Close: |
9.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.52% |
| 1 Month |
|
|
-5.04% |
| 3 Months |
|
|
+36.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.800 |
9.200 |
| 1M High / 1M Low: |
11.620 |
8.540 |
| 6M High / 6M Low: |
11.620 |
6.080 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.687 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.66% |
| Volatility 6M: |
|
87.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
