UBS Call 345 2FE 21.03.2025
/ CH1322928396
UBS Call 345 2FE 21.03.2025/ CH1322928396 /
| 2024-11-12 7:28:17 PM |
Chg.-1.250 |
Bid7:59:38 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.780EUR |
-13.84% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
345.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2A00 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
345.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.67 |
| Intrinsic value: |
8.10 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
8.10 |
| Time value: |
0.74 |
| Break-even: |
433.40 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-0.08 |
| Omega: |
4.37 |
| Rho: |
1.05 |
Quote data
| Open: |
8.570 |
| High: |
8.570 |
| Low: |
7.770 |
| Previous Close: |
9.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.30% |
| 1 Month |
|
|
-17.85% |
| 3 Months |
|
|
+10.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.030 |
7.680 |
| 1M High / 1M Low: |
11.740 |
7.310 |
| 6M High / 6M Low: |
11.740 |
6.080 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.295 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.60% |
| Volatility 6M: |
|
97.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
