UBS Call 385 2FE 21.03.2025
/ CH1322928479
UBS Call 385 2FE 21.03.2025/ CH1322928479 /
| 6/25/2024 4:37:59 PM |
Chg.+0.310 |
Bid5:21:16 PM |
Ask5:21:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.090EUR |
+6.49% |
5.090
Bid Size: 2,500 |
5.140
Ask Size: 2,500 |
FERRARI N.V. |
385.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.23 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
0.89 |
| Time value: |
4.03 |
| Break-even: |
434.20 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
3.14% |
| Delta: |
0.63 |
| Theta: |
-0.09 |
| Omega: |
5.01 |
| Rho: |
1.45 |
Quote data
| Open: |
4.790 |
| High: |
5.130 |
| Low: |
4.780 |
| Previous Close: |
4.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.42% |
| 1 Month |
|
|
+11.62% |
| 3 Months |
|
|
-13.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.780 |
4.400 |
| 1M High / 1M Low: |
5.040 |
3.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.415 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
