UBS Call 360 2FE 21.03.2025
/ CH1322928420
UBS Call 360 2FE 21.03.2025/ CH1322928420 /
9/11/2024 11:10:24 AM |
Chg.-0.340 |
Bid11:24:55 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.160EUR |
-4.00% |
8.140 Bid Size: 2,000 |
- 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: |
5.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.53 |
Intrinsic value: |
6.28 |
Implied volatility: |
0.34 |
Historic volatility: |
0.25 |
Parity: |
6.28 |
Time value: |
1.97 |
Break-even: |
442.50 |
Moneyness: |
1.17 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.80 |
Theta: |
-0.10 |
Omega: |
4.11 |
Rho: |
1.34 |
Quote data
Open: |
8.240 |
High: |
8.240 |
Low: |
8.160 |
Previous Close: |
8.500 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.70% |
1 Month |
|
|
+42.91% |
3 Months |
|
|
+43.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.680 |
8.470 |
1M High / 1M Low: |
10.350 |
5.720 |
6M High / 6M Low: |
10.350 |
5.120 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.852 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.664 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.500 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.98% |
Volatility 6M: |
|
95.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |