UBS Call 360 2FE 21.03.2025
/ CH1322928420
UBS Call 360 2FE 21.03.2025/ CH1322928420 /
6/28/2024 9:54:06 PM |
Chg.-0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.420EUR |
-2.52% |
- 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: |
6.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.84 |
Intrinsic value: |
2.22 |
Implied volatility: |
0.32 |
Historic volatility: |
0.24 |
Parity: |
2.22 |
Time value: |
3.50 |
Break-even: |
417.20 |
Moneyness: |
1.06 |
Premium: |
0.09 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.30 |
Spread %: |
5.54% |
Delta: |
0.68 |
Theta: |
-0.09 |
Omega: |
4.51 |
Rho: |
1.46 |
Quote data
Open: |
5.590 |
High: |
5.800 |
Low: |
5.330 |
Previous Close: |
5.560 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.21% |
1 Month |
|
|
-1.28% |
3 Months |
|
|
-26.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.580 |
5.420 |
1M High / 1M Low: |
6.640 |
5.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.950 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.864 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |