UBS Call 355 2FE 21.03.2025
/ CH1322928412
UBS Call 355 2FE 21.03.2025/ CH1322928412 /
| 03/09/2024 19:31:25 |
Chg.-0.360 |
Bid19:59:32 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.400EUR |
-3.35% |
-
Bid Size: - |
-
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: |
4.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.19 |
| Intrinsic value: |
9.21 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
9.21 |
| Time value: |
1.50 |
| Break-even: |
462.10 |
| Moneyness: |
1.26 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.04 |
| Spread %: |
-0.37% |
| Delta: |
0.87 |
| Theta: |
-0.09 |
| Omega: |
3.63 |
| Rho: |
1.54 |
Quote data
| Open: |
10.890 |
| High: |
11.000 |
| Low: |
10.400 |
| Previous Close: |
10.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.31% |
| 1 Month |
|
|
+56.16% |
| 3 Months |
|
|
+79.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.760 |
9.970 |
| 1M High / 1M Low: |
10.760 |
5.650 |
| 6M High / 6M Low: |
10.760 |
5.450 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.715 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.93% |
| Volatility 6M: |
|
97.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
