UBS Call 385 2FE 21.03.2025
/ CH1322928479
UBS Call 385 2FE 21.03.2025/ CH1322928479 /
| 2024-09-26 7:27:32 PM |
Chg.+0.340 |
Bid7:59:51 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.640EUR |
+5.40% |
6.650
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
385.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2C68 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
385.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.63 |
| Intrinsic value: |
3.93 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
3.93 |
| Time value: |
2.49 |
| Break-even: |
449.20 |
| Moneyness: |
1.10 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
-0.12 |
| Omega: |
4.81 |
| Rho: |
1.18 |
Quote data
| Open: |
6.770 |
| High: |
6.830 |
| Low: |
6.490 |
| Previous Close: |
6.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.37% |
| 1 Month |
|
|
-5.41% |
| 3 Months |
|
|
+47.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.700 |
6.170 |
| 1M High / 1M Low: |
8.340 |
5.510 |
| 6M High / 6M Low: |
8.340 |
3.710 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.940 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.111 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.53% |
| Volatility 6M: |
|
112.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
