UBS Call 375 2FE 21.03.2025
/ CH1322928453
UBS Call 375 2FE 21.03.2025/ CH1322928453 /
2024-05-27 7:32:36 PM |
Chg.+0.190 |
Bid7:48:10 PM |
Ask7:48:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.290EUR |
+3.73% |
5.260 Bid Size: 750 |
5.410 Ask Size: 750 |
FERRARI N.V. |
375.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
UM2THH |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
375.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-08 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.53 |
Intrinsic value: |
1.11 |
Implied volatility: |
0.29 |
Historic volatility: |
0.24 |
Parity: |
1.11 |
Time value: |
4.08 |
Break-even: |
426.90 |
Moneyness: |
1.03 |
Premium: |
0.11 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.15 |
Spread %: |
2.98% |
Delta: |
0.64 |
Theta: |
-0.08 |
Omega: |
4.76 |
Rho: |
1.60 |
Quote data
Open: |
5.210 |
High: |
5.340 |
Low: |
5.080 |
Previous Close: |
5.100 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.73% |
1 Month |
|
|
-7.68% |
3 Months |
|
|
-0.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.190 |
5.100 |
1M High / 1M Low: |
6.090 |
4.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.138 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.189 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |