UBS Call 355 2FE 21.03.2025
/ CH1322928412
UBS Call 355 2FE 21.03.2025/ CH1322928412 /
| 08/11/2024 09:39:32 |
Chg.+0.32 |
Bid22:00:24 |
Ask22:00:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.33EUR |
+4.56% |
-
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: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.05 |
| Intrinsic value: |
6.26 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
6.26 |
| Time value: |
1.67 |
| Break-even: |
434.30 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.80 |
| Theta: |
-0.13 |
| Omega: |
4.21 |
| Rho: |
0.92 |
Quote data
| Open: |
7.33 |
| High: |
7.33 |
| Low: |
7.33 |
| Previous Close: |
7.01 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.82% |
| 1 Month |
|
|
-5.42% |
| 3 Months |
|
|
+23.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.86 |
6.89 |
| 1M High / 1M Low: |
11.06 |
6.89 |
| 6M High / 6M Low: |
11.06 |
5.27 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.16% |
| Volatility 6M: |
|
95.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
