UBS Call 380 2FE 21.03.2025
/ CH1322928461
UBS Call 380 2FE 21.03.2025/ CH1322928461 /
| 2024-07-26 7:38:54 PM |
Chg.+0.170 |
Bid7:59:26 PM |
Ask7:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.180EUR |
+4.24% |
4.140
Bid Size: 750 |
4.290
Ask Size: 750 |
FERRARI N.V. |
380.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-0.25 |
| Time value: |
4.31 |
| Break-even: |
423.10 |
| Moneyness: |
0.99 |
| Premium: |
0.12 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
3.61% |
| Delta: |
0.58 |
| Theta: |
-0.10 |
| Omega: |
5.06 |
| Rho: |
1.14 |
Quote data
| Open: |
3.880 |
| High: |
4.200 |
| Low: |
3.880 |
| Previous Close: |
4.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.93% |
| 1 Month |
|
|
-0.71% |
| 3 Months |
|
|
-21.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.650 |
4.010 |
| 1M High / 1M Low: |
5.540 |
4.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.740 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
