UBS Call 340 2FE 21.03.2025
/ CH1322928388
UBS Call 340 2FE 21.03.2025/ CH1322928388 /
| 09/10/2024 09:28:11 |
Chg.+0.85 |
Bid22:00:23 |
Ask22:00:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.26EUR |
+10.11% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.63 |
| Intrinsic value: |
7.86 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
7.86 |
| Time value: |
1.41 |
| Break-even: |
432.70 |
| Moneyness: |
1.23 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
-0.10 |
| Omega: |
3.83 |
| Rho: |
1.17 |
Quote data
| Open: |
9.26 |
| High: |
9.26 |
| Low: |
9.26 |
| Previous Close: |
8.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.40% |
| 1 Month |
|
|
-11.13% |
| 3 Months |
|
|
+20.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.87 |
8.22 |
| 1M High / 1M Low: |
10.63 |
8.22 |
| 6M High / 6M Low: |
12.13 |
6.24 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.58% |
| Volatility 6M: |
|
83.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
