UBS Call 365 2FE 21.03.2025
/ CH1322928438
UBS Call 365 2FE 21.03.2025/ CH1322928438 /
| 9/13/2024 7:26:29 PM |
Chg.-0.190 |
Bid7:59:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.020EUR |
-2.31% |
7.940
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
365.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM2A02 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.33 |
| Intrinsic value: |
6.05 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
6.05 |
| Time value: |
2.11 |
| Break-even: |
446.60 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.31 |
| Spread %: |
3.95% |
| Delta: |
0.79 |
| Theta: |
-0.11 |
| Omega: |
4.11 |
| Rho: |
1.31 |
Quote data
| Open: |
8.230 |
| High: |
8.230 |
| Low: |
7.980 |
| Previous Close: |
8.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.37% |
| 1 Month |
|
|
+34.56% |
| 3 Months |
|
|
+51.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.440 |
8.020 |
| 1M High / 1M Low: |
9.930 |
7.570 |
| 6M High / 6M Low: |
9.930 |
4.800 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.637 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.252 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.30% |
| Volatility 6M: |
|
95.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
