UBS Call 365 2FE 21.03.2025
/ CH1322928438
UBS Call 365 2FE 21.03.2025/ CH1322928438 /
9/3/2024 9:23:02 AM |
Chg.- |
Bid9:00:04 AM |
Ask9:00:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
10.00EUR |
- |
- Bid Size: - |
- 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: |
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: |
10.00 |
High: |
10.00 |
Low: |
10.00 |
Previous Close: |
9.88 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.29% |
1 Month |
|
|
+78.25% |
3 Months |
|
|
+99.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.00 |
9.15 |
1M High / 1M Low: |
10.00 |
5.18 |
6M High / 6M Low: |
10.00 |
4.67 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.66 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.51 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.07 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.74% |
Volatility 6M: |
|
97.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |