UBS Call 355 2FE 21.03.2025
/ CH1322928412
UBS Call 355 2FE 21.03.2025/ CH1322928412 /
| 03/09/2024 21:50:02 |
Chg.-0.620 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.130EUR |
-5.77% |
-
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: |
10.730 |
| High: |
11.060 |
| Low: |
10.110 |
| Previous Close: |
10.750 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.91% |
| 1 Month |
|
|
+50.97% |
| 3 Months |
|
|
+77.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.860 |
9.940 |
| 1M High / 1M Low: |
10.860 |
5.780 |
| 6M High / 6M Low: |
10.860 |
5.190 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.702 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.21% |
| Volatility 6M: |
|
96.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
