UBS Call 350 2FE 21.03.2025
/ CH1322928404
UBS Call 350 2FE 21.03.2025/ CH1322928404 /
| 9/4/2024 10:19:40 AM |
Chg.-0.230 |
Bid10:19:40 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.340EUR |
-2.18% |
10.340
Bid Size: 2,000 |
-
Ask Size: - |
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: |
3.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.97 |
| Intrinsic value: |
9.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.25 |
| Parity: |
9.00 |
| Time value: |
2.26 |
| Break-even: |
462.60 |
| Moneyness: |
1.26 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.71 |
| Spread %: |
6.73% |
| Delta: |
0.82 |
| Theta: |
-0.12 |
| Omega: |
3.22 |
| Rho: |
1.36 |
Quote data
| Open: |
10.360 |
| High: |
10.520 |
| Low: |
10.300 |
| Previous Close: |
10.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.19% |
| 1 Month |
|
|
+46.46% |
| 3 Months |
|
|
+72.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.290 |
10.360 |
| 1M High / 1M Low: |
11.290 |
6.110 |
| 6M High / 6M Low: |
11.290 |
5.500 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.844 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.602 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.038 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.31% |
| Volatility 6M: |
|
92.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
