UBS Call 390 2FE 21.03.2025
/ CH1322928487
UBS Call 390 2FE 21.03.2025/ CH1322928487 /
10/7/2024 9:27:02 AM |
Chg.- |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.78EUR |
- |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
390.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
UM2N66 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
390.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
2/8/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.04 |
Intrinsic value: |
1.80 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
1.80 |
Time value: |
2.90 |
Break-even: |
437.00 |
Moneyness: |
1.05 |
Premium: |
0.07 |
Premium p.a.: |
0.16 |
Spread abs.: |
-0.21 |
Spread %: |
-4.28% |
Delta: |
0.65 |
Theta: |
-0.12 |
Omega: |
5.65 |
Rho: |
0.99 |
Quote data
Open: |
4.78 |
High: |
4.78 |
Low: |
4.78 |
Previous Close: |
4.70 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.43% |
1 Month |
|
|
-27.47% |
3 Months |
|
|
+13.81% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.86 |
4.70 |
1M High / 1M Low: |
6.67 |
4.70 |
6M High / 6M Low: |
8.03 |
3.37 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.87 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.86 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.19% |
Volatility 6M: |
|
113.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |