UBS Call 375 2FE 21.03.2025
/ CH1322928453
UBS Call 375 2FE 21.03.2025/ CH1322928453 /
| 2024-09-05 7:27:59 PM |
Chg.-0.830 |
Bid7:58:25 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.640EUR |
-9.80% |
7.650
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
375.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2THH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.76 |
| Intrinsic value: |
6.39 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
6.39 |
| Time value: |
2.00 |
| Break-even: |
458.90 |
| Moneyness: |
1.17 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.80 |
| Theta: |
-0.10 |
| Omega: |
4.21 |
| Rho: |
1.45 |
Quote data
| Open: |
8.400 |
| High: |
8.410 |
| Low: |
7.390 |
| Previous Close: |
8.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.58% |
| 1 Month |
|
|
+47.78% |
| 3 Months |
|
|
+49.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.120 |
8.470 |
| 1M High / 1M Low: |
9.120 |
4.610 |
| 6M High / 6M Low: |
9.120 |
4.230 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.936 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.499 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.73% |
| Volatility 6M: |
|
99.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
