UBS Call 365 2FE 21.03.2025
/ CH1322928438
UBS Call 365 2FE 21.03.2025/ CH1322928438 /
| 6/20/2024 7:34:26 PM |
Chg.+0.290 |
Bid7:57:53 PM |
Ask7:57:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.840EUR |
+5.23% |
5.810
Bid Size: 750 |
5.960
Ask Size: 750 |
FERRARI N.V. |
365.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM2A02 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.77 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
1.95 |
| Time value: |
3.75 |
| Break-even: |
422.00 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
2.70% |
| Delta: |
0.66 |
| Theta: |
-0.09 |
| Omega: |
4.48 |
| Rho: |
1.49 |
Quote data
| Open: |
5.640 |
| High: |
6.000 |
| Low: |
5.640 |
| Previous Close: |
5.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.61% |
| 1 Month |
|
|
+1.57% |
| 3 Months |
|
|
-11.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.840 |
5.280 |
| 1M High / 1M Low: |
6.260 |
4.950 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
