UBS Call 340 2FE 21.03.2025
/ CH1322928388
UBS Call 340 2FE 21.03.2025/ CH1322928388 /
| 2024-05-23 9:53:23 PM |
Chg.-0.060 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.150EUR |
-0.83% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
340.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2N67 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.67 |
| Intrinsic value: |
4.50 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
4.50 |
| Time value: |
2.86 |
| Break-even: |
413.60 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
2.08% |
| Delta: |
0.76 |
| Theta: |
-0.08 |
| Omega: |
3.96 |
| Rho: |
1.80 |
Quote data
| Open: |
7.340 |
| High: |
7.750 |
| Low: |
7.090 |
| Previous Close: |
7.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.16% |
| 1 Month |
|
|
-13.33% |
| 3 Months |
|
|
-1.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.700 |
7.210 |
| 1M High / 1M Low: |
8.470 |
6.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.490 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
