UBS Call 380 2FE 21.03.2025
/ CH1322928461
UBS Call 380 2FE 21.03.2025/ CH1322928461 /
| 7/12/2024 9:06:13 AM |
Chg.-0.31 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.18EUR |
-5.65% |
-
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: |
7.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.75 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
1.96 |
| Time value: |
3.56 |
| Break-even: |
435.20 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
2.79% |
| Delta: |
0.66 |
| Theta: |
-0.09 |
| Omega: |
4.80 |
| Rho: |
1.44 |
Quote data
| Open: |
5.18 |
| High: |
5.18 |
| Low: |
5.18 |
| Previous Close: |
5.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.39% |
| 1 Month |
|
|
+1.77% |
| 3 Months |
|
|
-4.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.49 |
4.75 |
| 1M High / 1M Low: |
5.49 |
4.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
