UBS Call 395 2FE 21.03.2025
/ CH1329471077
UBS Call 395 2FE 21.03.2025/ CH1329471077 /
| 08/11/2024 19:39:51 |
Chg.+0.400 |
Bid19:59:02 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.860EUR |
+8.97% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
395.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
04/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.08 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
2.26 |
| Time value: |
2.57 |
| Break-even: |
443.30 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.67 |
| Theta: |
-0.14 |
| Omega: |
5.76 |
| Rho: |
0.83 |
Quote data
| Open: |
4.280 |
| High: |
4.860 |
| Low: |
4.250 |
| Previous Close: |
4.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.91% |
| 1 Month |
|
|
-2.21% |
| 3 Months |
|
|
+29.60% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.410 |
3.730 |
| 1M High / 1M Low: |
7.540 |
3.730 |
| 6M High / 6M Low: |
7.590 |
3.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.896 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.17% |
| Volatility 6M: |
|
127.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
