UBS Call 360 2FE 21.03.2025
/ CH1322928420
UBS Call 360 2FE 21.03.2025/ CH1322928420 /
10/16/2024 9:54:50 PM |
Chg.+0.120 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.820EUR |
+1.38% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
360.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
UM2BU8 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
360.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
2/8/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.44 |
Intrinsic value: |
7.60 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
7.60 |
Time value: |
1.10 |
Break-even: |
447.00 |
Moneyness: |
1.21 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.87 |
Theta: |
-0.08 |
Omega: |
4.37 |
Rho: |
1.25 |
Quote data
Open: |
8.700 |
High: |
9.170 |
Low: |
8.580 |
Previous Close: |
8.700 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.98% |
1 Month |
|
|
+14.10% |
3 Months |
|
|
+40.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.320 |
7.270 |
1M High / 1M Low: |
9.320 |
6.860 |
6M High / 6M Low: |
10.450 |
4.890 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.240 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.865 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.766 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.33% |
Volatility 6M: |
|
103.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |