UBS Call 340 2FE 21.03.2025
/ CH1322928388
UBS Call 340 2FE 21.03.2025/ CH1322928388 /
02/08/2024 19:40:04 |
Chg.+1.200 |
Bid19:59:14 |
Ask19:59:14 |
Underlying |
Strike price |
Expiration date |
Option type |
7.710EUR |
+18.43% |
7.610 Bid Size: 750 |
7.760 Ask Size: 750 |
FERRARI N.V. |
340.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.01 |
Intrinsic value: |
5.54 |
Implied volatility: |
0.35 |
Historic volatility: |
0.24 |
Parity: |
5.54 |
Time value: |
2.39 |
Break-even: |
419.30 |
Moneyness: |
1.16 |
Premium: |
0.06 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.15 |
Spread %: |
1.93% |
Delta: |
0.78 |
Theta: |
-0.09 |
Omega: |
3.88 |
Rho: |
1.44 |
Quote data
Open: |
7.440 |
High: |
7.720 |
Low: |
6.920 |
Previous Close: |
6.510 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.05% |
1 Month |
|
|
+3.07% |
3 Months |
|
|
-8.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.710 |
6.450 |
1M High / 1M Low: |
8.330 |
6.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.792 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.274 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.88% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |