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: |
|
- |
