UBS Call 350 2FE 21.03.2025
/ CH1322928404
UBS Call 350 2FE 21.03.2025/ CH1322928404 /
| 7/16/2024 3:32:47 PM |
Chg.-0.110 |
Bid3:43:25 PM |
Ask3:43:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.850EUR |
-1.58% |
6.850
Bid Size: 2,500 |
6.900
Ask Size: 2,500 |
FERRARI N.V. |
350.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM2BTW |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.39 |
| Intrinsic value: |
4.54 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
4.54 |
| Time value: |
2.48 |
| Break-even: |
420.20 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
2.18% |
| Delta: |
0.76 |
| Theta: |
-0.09 |
| Omega: |
4.28 |
| Rho: |
1.56 |
Quote data
| Open: |
6.470 |
| High: |
6.850 |
| Low: |
6.390 |
| Previous Close: |
6.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.52% |
| 1 Month |
|
|
+10.48% |
| 3 Months |
|
|
+1.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.580 |
6.960 |
| 1M High / 1M Low: |
7.580 |
6.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.800 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
