UBS Call 360 2FE 21.03.2025
/ CH1322928420
UBS Call 360 2FE 21.03.2025/ CH1322928420 /
| 2024-10-07 9:54:42 PM |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.920EUR |
-0.72% |
-
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: |
5.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.08 |
| Intrinsic value: |
4.80 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
4.80 |
| Time value: |
2.17 |
| Break-even: |
429.70 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.76 |
| Theta: |
-0.12 |
| Omega: |
4.43 |
| Rho: |
1.08 |
Quote data
| Open: |
6.900 |
| High: |
7.100 |
| Low: |
6.750 |
| Previous Close: |
6.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.02% |
| 1 Month |
|
|
-16.93% |
| 3 Months |
|
|
+8.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.360 |
6.860 |
| 1M High / 1M Low: |
8.880 |
6.860 |
| 6M High / 6M Low: |
10.450 |
4.890 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.935 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.676 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.80% |
| Volatility 6M: |
|
100.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
