UBS Call 435 2FE 21.03.2025
/ DE000UM3P8C6
UBS Call 435 2FE 21.03.2025/ DE000UM3P8C6 /
2024-09-26 7:25:48 PM |
Chg.+0.270 |
Bid7:59:51 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
3.570EUR |
+8.18% |
3.560 Bid Size: 750 |
- Ask Size: - |
FERRARI N.V. |
435.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
UM3P8C |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
435.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-03-26 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.78 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
-1.07 |
Time value: |
3.41 |
Break-even: |
469.10 |
Moneyness: |
0.98 |
Premium: |
0.11 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.53 |
Theta: |
-0.12 |
Omega: |
6.54 |
Rho: |
0.91 |
Quote data
Open: |
3.770 |
High: |
3.770 |
Low: |
3.470 |
Previous Close: |
3.300 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.19% |
1 Month |
|
|
-19.96% |
3 Months |
|
|
+66.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.590 |
3.240 |
1M High / 1M Low: |
4.940 |
2.760 |
6M High / 6M Low: |
4.940 |
1.810 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.442 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.843 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.763 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.85% |
Volatility 6M: |
|
139.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |