UBS Call 385 2FE 21.03.2025
/ CH1322928479
UBS Call 385 2FE 21.03.2025/ CH1322928479 /
7/10/2024 7:37:15 PM |
Chg.+0.270 |
Bid7:59:58 PM |
Ask7:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.240EUR |
+5.43% |
5.210 Bid Size: 750 |
5.360 Ask Size: 750 |
FERRARI N.V. |
385.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
UM2C68 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
385.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
2/8/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.05 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.32 |
Intrinsic value: |
1.20 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
1.20 |
Time value: |
3.73 |
Break-even: |
434.30 |
Moneyness: |
1.03 |
Premium: |
0.09 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.15 |
Spread %: |
3.14% |
Delta: |
0.64 |
Theta: |
-0.09 |
Omega: |
5.13 |
Rho: |
1.42 |
Quote data
Open: |
4.940 |
High: |
5.240 |
Low: |
4.910 |
Previous Close: |
4.970 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+15.42% |
1 Month |
|
|
+17.75% |
3 Months |
|
|
+5.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.970 |
4.330 |
1M High / 1M Low: |
5.040 |
3.930 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.694 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.508 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |