UBS Call 355 2FE 21.03.2025
/ CH1322928412
UBS Call 355 2FE 21.03.2025/ CH1322928412 /
| 6/21/2024 3:55:37 PM |
Chg.-0.520 |
Bid3:55:37 PM |
Ask3:55:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.210EUR |
-7.73% |
6.210
Bid Size: 2,500 |
6.260
Ask Size: 2,500 |
FERRARI N.V. |
355.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.72 |
| Intrinsic value: |
3.41 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
3.41 |
| Time value: |
3.47 |
| Break-even: |
423.80 |
| Moneyness: |
1.10 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
2.23% |
| Delta: |
0.71 |
| Theta: |
-0.09 |
| Omega: |
4.00 |
| Rho: |
1.54 |
Quote data
| Open: |
6.680 |
| High: |
6.700 |
| Low: |
6.130 |
| Previous Close: |
6.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.70% |
| 1 Month |
|
|
-2.66% |
| 3 Months |
|
|
-13.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.730 |
5.820 |
| 1M High / 1M Low: |
6.970 |
5.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.151 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
