UBS Call 360 2FE 21.03.2025
/ CH1322928420
UBS Call 360 2FE 21.03.2025/ CH1322928420 /
| 11/15/2024 7:40:18 PM |
Chg.-0.600 |
Bid7:59:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.390EUR |
-8.58% |
6.320
Bid Size: 750 |
-
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: |
6.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.21 |
| Intrinsic value: |
5.32 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
5.32 |
| Time value: |
0.94 |
| Break-even: |
422.60 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.85 |
| Theta: |
-0.09 |
| Omega: |
5.58 |
| Rho: |
0.98 |
Quote data
| Open: |
6.680 |
| High: |
6.950 |
| Low: |
6.360 |
| Previous Close: |
6.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.91% |
| 1 Month |
|
|
-35.19% |
| 3 Months |
|
|
-20.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.720 |
6.390 |
| 1M High / 1M Low: |
10.410 |
6.200 |
| 6M High / 6M Low: |
10.410 |
5.120 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.565 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.92% |
| Volatility 6M: |
|
109.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
