UBS Call 350 2FE 21.03.2025
/ CH1322928404
UBS Call 350 2FE 21.03.2025/ CH1322928404 /
| 9/26/2024 7:25:41 PM |
Chg.+0.430 |
Bid9:06:02 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.380EUR |
+4.80% |
9.420
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
350.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM2BTW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.37 |
| Intrinsic value: |
7.43 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
7.43 |
| Time value: |
1.83 |
| Break-even: |
442.60 |
| Moneyness: |
1.21 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.16 |
| Spread %: |
1.76% |
| Delta: |
0.82 |
| Theta: |
-0.11 |
| Omega: |
3.76 |
| Rho: |
1.23 |
Quote data
| Open: |
9.620 |
| High: |
9.620 |
| Low: |
9.230 |
| Previous Close: |
8.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.47% |
| 1 Month |
|
|
-10.15% |
| 3 Months |
|
|
+47.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.380 |
8.810 |
| 1M High / 1M Low: |
11.190 |
8.030 |
| 6M High / 6M Low: |
11.190 |
5.720 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.622 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.343 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.69% |
| Volatility 6M: |
|
93.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
