UBS Call 385 2FE 21.03.2025
/ CH1322928479
UBS Call 385 2FE 21.03.2025/ CH1322928479 /
10/9/2024 10:45:40 AM |
Chg.-0.060 |
Bid10:45:40 AM |
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 |
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: |
8.14 |
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: |
|
- |