UBS Call 360 2FE 21.03.2025
/ CH1322928420
UBS Call 360 2FE 21.03.2025/ CH1322928420 /
2024-05-27 2:58:59 PM |
Chg.+0.180 |
Bid3:06:20 PM |
Ask3:06:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.170EUR |
+3.01% |
6.170 Bid Size: 2,500 |
6.220 Ask Size: 2,500 |
FERRARI N.V. |
360.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
UM2BU8 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
360.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-08 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.40 |
Intrinsic value: |
2.61 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
2.61 |
Time value: |
3.47 |
Break-even: |
420.80 |
Moneyness: |
1.07 |
Premium: |
0.09 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.15 |
Spread %: |
2.53% |
Delta: |
0.69 |
Theta: |
-0.08 |
Omega: |
4.41 |
Rho: |
1.69 |
Quote data
Open: |
6.120 |
High: |
6.170 |
Low: |
5.970 |
Previous Close: |
5.990 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.01% |
1 Month |
|
|
-7.36% |
3 Months |
|
|
-0.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.090 |
5.990 |
1M High / 1M Low: |
7.000 |
5.330 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.030 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.075 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |