UBS Call 340 2FE 21.03.2025
/ CH1322928388
UBS Call 340 2FE 21.03.2025/ CH1322928388 /
| 2024-06-07 9:26:30 AM |
Chg.-0.25 |
Bid10:11:49 AM |
Ask10:11:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.33EUR |
-3.30% |
7.24
Bid Size: 2,500 |
7.29
Ask Size: 2,500 |
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: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.77 |
| Intrinsic value: |
4.81 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
4.81 |
| Time value: |
2.59 |
| Break-even: |
414.00 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
2.07% |
| Delta: |
0.77 |
| Theta: |
-0.08 |
| Omega: |
4.03 |
| Rho: |
1.76 |
Quote data
| Open: |
7.33 |
| High: |
7.33 |
| Low: |
7.33 |
| Previous Close: |
7.58 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.08% |
| 1 Month |
|
|
-12.95% |
| 3 Months |
|
|
+2.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.58 |
6.56 |
| 1M High / 1M Low: |
8.42 |
6.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
