UBS Call 370 2FE 21.03.2025
/ CH1322928446
UBS Call 370 2FE 21.03.2025/ CH1322928446 /
| 2024-06-14 7:26:59 PM |
Chg.-0.390 |
Bid7:58:29 PM |
Ask7:58:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.960EUR |
-7.29% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
370.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2GBD |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.22 |
| Intrinsic value: |
0.98 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.98 |
| Time value: |
4.38 |
| Break-even: |
423.60 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.45 |
| Spread %: |
9.17% |
| Delta: |
0.63 |
| Theta: |
-0.09 |
| Omega: |
4.46 |
| Rho: |
1.42 |
Quote data
| Open: |
5.390 |
| High: |
5.390 |
| Low: |
4.860 |
| Previous Close: |
5.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.24% |
| 1 Month |
|
|
-13.74% |
| 3 Months |
|
|
-13.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.950 |
4.960 |
| 1M High / 1M Low: |
5.950 |
4.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
