UBS Call 425 2FE 21.03.2025
/ CH1329471135
UBS Call 425 2FE 21.03.2025/ CH1329471135 /
| 2024-09-24 9:56:30 AM |
Chg.+0.20 |
Bid10:03:50 AM |
Ask10:03:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.09EUR |
+5.14% |
4.17
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
425.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM2VLF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
425.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.64 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
0.57 |
| Time value: |
3.56 |
| Break-even: |
466.30 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.60 |
| Theta: |
-0.12 |
| Omega: |
6.24 |
| Rho: |
1.05 |
Quote data
| Open: |
4.09 |
| High: |
4.09 |
| Low: |
4.09 |
| Previous Close: |
3.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.07% |
| 1 Month |
|
|
-9.51% |
| 3 Months |
|
|
+39.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.89 |
3.39 |
| 1M High / 1M Low: |
5.66 |
3.39 |
| 6M High / 6M Low: |
5.66 |
2.03 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.30% |
| Volatility 6M: |
|
130.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
