UBS Call 365 2FE 21.03.2025
/ CH1322928438
UBS Call 365 2FE 21.03.2025/ CH1322928438 /
| 03/09/2024 18:32:22 |
Chg.-0.360 |
Bid18:32:22 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.550EUR |
-3.63% |
9.550
Bid Size: 1,000 |
-
Ask Size: - |
FERRARI N.V. |
365.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.32 |
| Intrinsic value: |
8.21 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
8.21 |
| Time value: |
1.67 |
| Break-even: |
463.80 |
| Moneyness: |
1.22 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
-0.03 |
| Spread %: |
-0.30% |
| Delta: |
0.85 |
| Theta: |
-0.09 |
| Omega: |
3.84 |
| Rho: |
1.53 |
Quote data
| Open: |
9.900 |
| High: |
10.220 |
| Low: |
9.550 |
| Previous Close: |
9.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.64% |
| 1 Month |
|
|
+58.11% |
| 3 Months |
|
|
+91.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.030 |
9.040 |
| 1M High / 1M Low: |
10.030 |
5.160 |
| 6M High / 6M Low: |
10.030 |
4.600 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.029 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.07% |
| Volatility 6M: |
|
101.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
