UBS Call 385 2FE 21.03.2025
/ CH1322928479
UBS Call 385 2FE 21.03.2025/ CH1322928479 /
27/09/2024 12:04:37 |
Chg.-0.040 |
Bid12:46:07 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.600EUR |
-0.60% |
6.470 Bid Size: 2,000 |
- Ask Size: - |
FERRARI N.V. |
385.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.76 |
Intrinsic value: |
4.11 |
Implied volatility: |
0.34 |
Historic volatility: |
0.25 |
Parity: |
4.11 |
Time value: |
2.44 |
Break-even: |
450.50 |
Moneyness: |
1.11 |
Premium: |
0.06 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.73 |
Theta: |
-0.12 |
Omega: |
4.77 |
Rho: |
1.18 |
Quote data
Open: |
6.950 |
High: |
6.950 |
Low: |
6.420 |
Previous Close: |
6.640 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.97% |
1 Month |
|
|
-14.51% |
3 Months |
|
|
+55.29% |
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: |
|
6.474 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.923 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.116 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.41% |
Volatility 6M: |
|
113.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |