UBS Call 355 2FE 21.03.2025
/ CH1322928412
UBS Call 355 2FE 21.03.2025/ CH1322928412 /
| 5/28/2024 6:16:27 PM |
Chg.-0.520 |
Bid6:16:27 PM |
Ask6:16:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.970EUR |
-8.01% |
5.970
Bid Size: 1,000 |
6.070
Ask Size: 1,000 |
FERRARI N.V. |
355.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM2C5W |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
355.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.67 |
| Intrinsic value: |
3.07 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
3.07 |
| Time value: |
3.57 |
| Break-even: |
421.40 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
2.31% |
| Delta: |
0.70 |
| Theta: |
-0.09 |
| Omega: |
4.09 |
| Rho: |
1.67 |
Quote data
| Open: |
6.470 |
| High: |
6.630 |
| Low: |
5.860 |
| Previous Close: |
6.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.43% |
| 1 Month |
|
|
-14.59% |
| 3 Months |
|
|
-15.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.490 |
6.160 |
| 1M High / 1M Low: |
7.400 |
5.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.377 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
