UBS Call 370 2FE 21.03.2025
/ CH1322928446
UBS Call 370 2FE 21.03.2025/ CH1322928446 /
18/10/2024 21:54:47 |
Chg.-0.090 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.800EUR |
-1.01% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
370.00 EUR |
21/03/2025 |
Call |
Master data
WKN: |
UM2GBD |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
370.00 EUR |
Maturity: |
21/03/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.19 |
Intrinsic value: |
7.31 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
7.31 |
Time value: |
1.49 |
Break-even: |
458.00 |
Moneyness: |
1.20 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.83 |
Theta: |
-0.11 |
Omega: |
4.19 |
Rho: |
1.18 |
Quote data
Open: |
9.000 |
High: |
9.270 |
Low: |
8.670 |
Previous Close: |
8.890 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.10% |
1 Month |
|
|
+17.80% |
3 Months |
|
|
+79.96% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.890 |
7.900 |
1M High / 1M Low: |
8.890 |
6.150 |
6M High / 6M Low: |
9.620 |
4.320 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.420 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.349 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.169 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.54% |
Volatility 6M: |
|
110.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |