UBS Call 380 2FE 21.03.2025
/ CH1322928461
UBS Call 380 2FE 21.03.2025/ CH1322928461 /
| 8/9/2024 7:28:58 PM |
Chg.+0.130 |
Bid7:54:14 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.520EUR |
+2.96% |
4.450
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
380.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM2RBB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.59 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
0.46 |
| Time value: |
3.94 |
| Break-even: |
424.00 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.60 |
| Theta: |
-0.10 |
| Omega: |
5.27 |
| Rho: |
1.15 |
Quote data
| Open: |
4.430 |
| High: |
4.670 |
| Low: |
4.430 |
| Previous Close: |
4.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.67% |
| 1 Month |
|
|
-12.57% |
| 3 Months |
|
|
+6.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.870 |
4.390 |
| 1M High / 1M Low: |
5.420 |
4.010 |
| 6M High / 6M Low: |
6.280 |
3.040 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.570 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.591 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.822 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.06% |
| Volatility 6M: |
|
99.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
