UBS Call 355 2FE 21.03.2025
/ CH1322928412
UBS Call 355 2FE 21.03.2025/ CH1322928412 /
08/10/2024 09:50:28 |
Chg.-0.120 |
Bid09:56:50 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.210EUR |
-1.64% |
7.200 Bid Size: 2,500 |
- Ask Size: - |
FERRARI N.V. |
355.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
UM2C5W |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
355.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.47 |
Intrinsic value: |
5.30 |
Implied volatility: |
0.37 |
Historic volatility: |
0.25 |
Parity: |
5.30 |
Time value: |
2.05 |
Break-even: |
428.50 |
Moneyness: |
1.15 |
Premium: |
0.05 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.77 |
Theta: |
-0.11 |
Omega: |
4.28 |
Rho: |
1.09 |
Quote data
Open: |
7.100 |
High: |
7.210 |
Low: |
7.100 |
Previous Close: |
7.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.63% |
1 Month |
|
|
-18.35% |
3 Months |
|
|
+6.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.740 |
7.140 |
1M High / 1M Low: |
9.220 |
7.140 |
6M High / 6M Low: |
10.760 |
5.450 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.454 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.353 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.031 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.10% |
Volatility 6M: |
|
100.52% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |