UBS Call 375 2FE 21.03.2025
/ CH1322928453
UBS Call 375 2FE 21.03.2025/ CH1322928453 /
2024-09-25 11:09:10 AM |
Chg.-0.170 |
Bid12:00:05 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.120EUR |
-2.33% |
7.150 Bid Size: 2,000 |
- Ask Size: - |
FERRARI N.V. |
375.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
UM2THH |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
375.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-08 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.66 |
Intrinsic value: |
5.30 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
5.30 |
Time value: |
1.95 |
Break-even: |
447.50 |
Moneyness: |
1.14 |
Premium: |
0.05 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.78 |
Theta: |
-0.10 |
Omega: |
4.61 |
Rho: |
1.27 |
Quote data
Open: |
7.210 |
High: |
7.210 |
Low: |
7.120 |
Previous Close: |
7.290 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+15.40% |
1 Month |
|
|
-7.77% |
3 Months |
|
|
+27.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.390 |
6.170 |
1M High / 1M Low: |
9.120 |
6.170 |
6M High / 6M Low: |
9.120 |
4.230 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.000 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.698 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.687 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.38% |
Volatility 6M: |
|
103.62% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |