UBS Call 345 2FE 21.03.2025
/ CH1322928396
UBS Call 345 2FE 21.03.2025/ CH1322928396 /
| 1/23/2025 7:36:19 PM |
Chg.-0.380 |
Bid7:59:53 PM |
Ask7:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.140EUR |
-5.05% |
7.140
Bid Size: 750 |
7.290
Ask Size: 750 |
FERRARI N.V. |
345.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM2A00 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
345.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.25 |
| Intrinsic value: |
7.05 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.26 |
| Parity: |
7.05 |
| Time value: |
0.55 |
| Break-even: |
421.00 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
2.01% |
| Delta: |
0.89 |
| Theta: |
-0.14 |
| Omega: |
4.86 |
| Rho: |
0.46 |
Quote data
| Open: |
7.200 |
| High: |
7.200 |
| Low: |
6.780 |
| Previous Close: |
7.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.52% |
| 1 Month |
|
|
-3.25% |
| 3 Months |
|
|
-36.31% |
| YTD |
|
|
-4.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.310 |
7.520 |
| 1M High / 1M Low: |
8.310 |
6.860 |
| 6M High / 6M Low: |
11.740 |
6.080 |
| High (YTD): |
1/17/2025 |
8.310 |
| Low (YTD): |
1/3/2025 |
6.860 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.624 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.690 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.83% |
| Volatility 6M: |
|
98.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |