UBS Call 380 2FE 21.03.2025
/ CH1322928461
UBS Call 380 2FE 21.03.2025/ CH1322928461 /
| 11/12/2024 9:53:29 PM |
Chg.-0.990 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.950EUR |
-16.67% |
-
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: |
7.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.74 |
| Intrinsic value: |
4.60 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
4.60 |
| Time value: |
1.34 |
| Break-even: |
439.40 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.79 |
| Theta: |
-0.10 |
| Omega: |
5.69 |
| Rho: |
0.98 |
Quote data
| Open: |
5.850 |
| High: |
5.860 |
| Low: |
4.950 |
| Previous Close: |
5.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.14% |
| 1 Month |
|
|
-27.42% |
| 3 Months |
|
|
+10.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.940 |
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: |
|
5.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.797 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.30% |
| Volatility 6M: |
|
123.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
