UBS Call 360 2FE 21.03.2025
/ CH1322928420
UBS Call 360 2FE 21.03.2025/ CH1322928420 /
2024-08-09 9:54:10 PM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.570EUR |
-1.07% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
360.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
Issue date: |
2024-02-08 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.73 |
Intrinsic value: |
2.46 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
2.46 |
Time value: |
3.11 |
Break-even: |
415.70 |
Moneyness: |
1.07 |
Premium: |
0.08 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.68 |
Theta: |
-0.10 |
Omega: |
4.71 |
Rho: |
1.26 |
Quote data
Open: |
5.590 |
High: |
5.920 |
Low: |
5.500 |
Previous Close: |
5.630 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.56% |
1 Month |
|
|
-18.57% |
3 Months |
|
|
+2.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.810 |
5.470 |
1M High / 1M Low: |
6.840 |
4.890 |
6M High / 6M Low: |
7.470 |
3.870 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.602 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.771 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.955 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.24% |
Volatility 6M: |
|
99.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |