UBS Call 340 2FE 21.03.2025
/ CH1322928388
UBS Call 340 2FE 21.03.2025/ CH1322928388 /
| 2024-07-26 7:28:43 PM |
Chg.+0.370 |
Bid7:59:59 PM |
Ask7:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.760EUR |
+5.79% |
6.620
Bid Size: 750 |
6.770
Ask Size: 750 |
FERRARI N.V. |
340.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2N67 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.61 |
| Intrinsic value: |
3.75 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
3.75 |
| Time value: |
3.04 |
| Break-even: |
407.90 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
2.26% |
| Delta: |
0.72 |
| Theta: |
-0.10 |
| Omega: |
4.00 |
| Rho: |
1.32 |
Quote data
| Open: |
6.310 |
| High: |
6.760 |
| Low: |
6.300 |
| Previous Close: |
6.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.11% |
| 1 Month |
|
|
+1.05% |
| 3 Months |
|
|
-14.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.280 |
6.390 |
| 1M High / 1M Low: |
8.330 |
6.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.356 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
