UBS Call 395 2FE 21.03.2025
/ CH1329471077
UBS Call 395 2FE 21.03.2025/ CH1329471077 /
| 05/07/2024 21:53:01 |
Chg.-0.270 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.930EUR |
-6.43% |
-
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: |
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: |
4.210 |
| High: |
4.390 |
| Low: |
3.780 |
| Previous Close: |
4.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.61% |
| 1 Month |
|
|
-0.51% |
| 3 Months |
|
|
-5.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.200 |
3.580 |
| 1M High / 1M Low: |
4.510 |
3.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.947 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
