UBS Call 365 2FE 21.03.2025/  CH1322928438  /

UBS Investment Bank
2024-07-26  9:54:32 PM Chg.+0.410 Bid- Ask- Underlying Strike price Expiration date Option type
5.010EUR +8.91% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 365.00 EUR 2025-03-21 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: 2025-03-21
Issue date: 2024-02-08
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.32
Leverage: Yes

Calculated values

Fair value: 4.03
Intrinsic value: 1.25
Implied volatility: 0.34
Historic volatility: 0.24
Parity: 1.25
Time value: 3.91
Break-even: 416.60
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.16
Spread abs.: 0.15
Spread %: 2.99%
Delta: 0.63
Theta: -0.10
Omega: 4.64
Rho: 1.22
 

Quote data

Open: 4.550
High: 5.130
Low: 4.520
Previous Close: 4.600
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.80%
1 Month
  -1.96%
3 Months
  -19.84%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.680 4.600
1M High / 1M Low: 6.490 4.600
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.176
Avg. volume 1W:   0.000
Avg. price 1M:   5.625
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -