UBS Call 395 2FE 21.03.2025
/ CH1329471077
UBS Call 395 2FE 21.03.2025/ CH1329471077 /
9/4/2024 9:41:44 AM |
Chg.-0.75 |
Bid4:37:00 PM |
Ask4:37:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.98EUR |
-9.70% |
6.90 Bid Size: 2,000 |
- Ask Size: - |
FERRARI N.V. |
395.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
3/4/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.36 |
Intrinsic value: |
4.50 |
Implied volatility: |
0.38 |
Historic volatility: |
0.25 |
Parity: |
4.50 |
Time value: |
3.23 |
Break-even: |
472.30 |
Moneyness: |
1.11 |
Premium: |
0.07 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.70 |
Spread %: |
9.96% |
Delta: |
0.72 |
Theta: |
-0.13 |
Omega: |
4.12 |
Rho: |
1.31 |
Quote data
Open: |
6.98 |
High: |
6.98 |
Low: |
6.98 |
Previous Close: |
7.73 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.60% |
1 Month |
|
|
+81.30% |
3 Months |
|
|
+97.73% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.73 |
6.87 |
1M High / 1M Low: |
7.73 |
3.49 |
6M High / 6M Low: |
7.73 |
3.15 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.36 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.51 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.37 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.15% |
Volatility 6M: |
|
111.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |