UBS Call 355 2FE 21.03.2025
/ CH1322928412
UBS Call 355 2FE 21.03.2025/ CH1322928412 /
20/06/2024 14:32:57 |
Chg.+0.390 |
Bid14:44:41 |
Ask14:44:41 |
Underlying |
Strike price |
Expiration date |
Option type |
6.580EUR |
+6.30% |
6.600 Bid Size: 2,500 |
6.650 Ask Size: 2,500 |
FERRARI N.V. |
355.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
UM2C5W |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
355.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.39 |
Intrinsic value: |
2.95 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
2.95 |
Time value: |
3.39 |
Break-even: |
418.40 |
Moneyness: |
1.08 |
Premium: |
0.09 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.15 |
Spread %: |
2.42% |
Delta: |
0.70 |
Theta: |
-0.09 |
Omega: |
4.23 |
Rho: |
1.54 |
Quote data
Open: |
6.270 |
High: |
6.580 |
Low: |
6.270 |
Previous Close: |
6.190 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.44% |
1 Month |
|
|
+4.61% |
3 Months |
|
|
-8.61% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.350 |
5.900 |
1M High / 1M Low: |
6.940 |
5.540 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.184 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.163 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.57% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |