UBS Call 340 2FE 21.03.2025
/ CH1322928388
UBS Call 340 2FE 21.03.2025/ CH1322928388 /
| 7/31/2024 12:41:36 PM |
Chg.+0.060 |
Bid12:41:36 PM |
Ask12:41:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.590EUR |
+0.92% |
6.590
Bid Size: 2,500 |
6.640
Ask Size: 2,500 |
FERRARI N.V. |
340.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.71 |
| Intrinsic value: |
3.92 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.24 |
| Parity: |
3.92 |
| Time value: |
2.97 |
| Break-even: |
408.90 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
2.23% |
| Delta: |
0.73 |
| Theta: |
-0.10 |
| Omega: |
3.99 |
| Rho: |
1.32 |
Quote data
| Open: |
6.560 |
| High: |
6.730 |
| Low: |
6.430 |
| Previous Close: |
6.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.75% |
| 1 Month |
|
|
-2.37% |
| 3 Months |
|
|
-13.06% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.740 |
6.160 |
| 1M High / 1M Low: |
8.300 |
6.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
