UBS Call 385 2FE 21.03.2025
/ CH1322928479
UBS Call 385 2FE 21.03.2025/ CH1322928479 /
| 09/10/2024 10:45:40 |
Chg.-0.060 |
Bid10:45:40 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.780EUR |
-1.03% |
5.780
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
385.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.09 |
| Intrinsic value: |
3.36 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
3.36 |
| Time value: |
1.78 |
| Break-even: |
436.40 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
-0.70 |
| Spread %: |
-11.99% |
| Delta: |
0.74 |
| Theta: |
-0.09 |
| Omega: |
6.06 |
| Rho: |
1.16 |
Quote data
| Open: |
5.900 |
| High: |
5.950 |
| Low: |
5.620 |
| Previous Close: |
5.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.40% |
| 1 Month |
|
|
-14.37% |
| 3 Months |
|
|
+20.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.840 |
5.150 |
| 1M High / 1M Low: |
6.990 |
5.150 |
| 6M High / 6M Low: |
8.440 |
3.540 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.112 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.59% |
| Volatility 6M: |
|
115.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
