UBS Call 395 2FE 21.03.2025
/ CH1329471077
UBS Call 395 2FE 21.03.2025/ CH1329471077 /
| 2024-06-21 9:45:26 AM |
Chg.+0.18 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.17EUR |
+4.51% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
395.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM3E3K |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
395.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-1.01 |
| Time value: |
4.12 |
| Break-even: |
436.20 |
| Moneyness: |
0.97 |
| Premium: |
0.13 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.15 |
| Spread %: |
3.78% |
| Delta: |
0.55 |
| Theta: |
-0.09 |
| Omega: |
5.18 |
| Rho: |
1.28 |
Quote data
| Open: |
4.17 |
| High: |
4.17 |
| Low: |
4.17 |
| Previous Close: |
3.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.99% |
| 1 Month |
|
|
+1.96% |
| 3 Months |
|
|
-16.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.17 |
3.94 |
| 1M High / 1M Low: |
4.32 |
3.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
