UBS Call 405 2FE 21.03.2025
/ CH1329471093
UBS Call 405 2FE 21.03.2025/ CH1329471093 /
| 20/06/2024 21:54:25 |
Chg.+0.390 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.810EUR |
+11.40% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
405.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
UM3G9Q |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
04/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-2.05 |
| Time value: |
3.57 |
| Break-even: |
440.70 |
| Moneyness: |
0.95 |
| Premium: |
0.15 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.15 |
| Spread %: |
4.39% |
| Delta: |
0.51 |
| Theta: |
-0.09 |
| Omega: |
5.53 |
| Rho: |
1.22 |
Quote data
| Open: |
3.450 |
| High: |
3.810 |
| Low: |
3.380 |
| Previous Close: |
3.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.43% |
| 1 Month |
|
|
+6.72% |
| 3 Months |
|
|
-13.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.630 |
3.140 |
| 1M High / 1M Low: |
4.000 |
3.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.432 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
