UBS Call 395 2FE 21.03.2025/  CH1329471077  /

EUWAX
2024-07-05  9:50:07 AM Chg.+0.12 Bid10:00:15 PM Ask10:00:15 PM Underlying Strike price Expiration date Option type
4.35EUR +2.84% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 395.00 EUR 2025-03-21 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: 2025-03-21
Issue date: 2024-03-04
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.49
Leverage: Yes

Calculated values

Fair value: 3.24
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -0.78
Time value: 4.08
Break-even: 435.80
Moneyness: 0.98
Premium: 0.13
Premium p.a.: 0.18
Spread abs.: 0.15
Spread %: 3.82%
Delta: 0.56
Theta: -0.09
Omega: 5.31
Rho: 1.24
 

Quote data

Open: 4.35
High: 4.35
Low: 4.35
Previous Close: 4.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.62%
1 Month  
+4.32%
3 Months  
+8.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.35 3.61
1M High / 1M Low: 4.54 3.61
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.99
Avg. volume 1W:   0.00
Avg. price 1M:   4.02
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -