UBS Call 375 2FE 21.03.2025
/ CH1322928453
UBS Call 375 2FE 21.03.2025/ CH1322928453 /
| 9/6/2024 9:22:34 AM |
Chg.-0.72 |
Bid6:39:54 PM |
Ask6:39:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.67EUR |
-8.58% |
7.29
Bid Size: 1,000 |
-
Ask Size: - |
FERRARI N.V. |
375.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.88 |
| Intrinsic value: |
5.35 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.25 |
| Parity: |
5.35 |
| Time value: |
2.27 |
| Break-even: |
451.20 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.77 |
| Theta: |
-0.11 |
| Omega: |
4.34 |
| Rho: |
1.37 |
Quote data
| Open: |
7.67 |
| High: |
7.67 |
| Low: |
7.67 |
| Previous Close: |
8.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.87% |
| 1 Month |
|
|
+65.66% |
| 3 Months |
|
|
+44.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.19 |
8.39 |
| 1M High / 1M Low: |
9.19 |
4.61 |
| 6M High / 6M Low: |
9.19 |
4.12 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.02% |
| Volatility 6M: |
|
103.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
