UBS Call 380 2FE 21.03.2025
/ CH1322928461
UBS Call 380 2FE 21.03.2025/ CH1322928461 /
| 11/8/2024 9:54:17 PM |
Chg.+0.320 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.920EUR |
+5.71% |
-
Bid Size: - |
-
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: |
7.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.09 |
| Intrinsic value: |
3.76 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
3.76 |
| Time value: |
1.62 |
| Break-even: |
433.80 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
-0.54 |
| Spread %: |
-9.12% |
| Delta: |
0.75 |
| Theta: |
-0.11 |
| Omega: |
5.84 |
| Rho: |
0.94 |
Quote data
| Open: |
5.510 |
| High: |
5.970 |
| Low: |
5.170 |
| Previous Close: |
5.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.82% |
| 1 Month |
|
|
-2.31% |
| 3 Months |
|
|
+34.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.550 |
4.620 |
| 1M High / 1M Low: |
8.780 |
4.620 |
| 6M High / 6M Low: |
8.830 |
3.790 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.256 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.775 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.52% |
| Volatility 6M: |
|
123.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
