UBS Call 395 2FE 21.03.2025/  CH1329471077  /

UBS Investment Bank
08/11/2024  21:54:06 Chg.+0.280 Bid- Ask- Underlying Strike price Expiration date Option type
4.830EUR +6.15% -
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: 4.470
High: 4.880
Low: 4.160
Previous Close: 4.550
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.15%
1 Month  
+0.21%
3 Months  
+33.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.430 3.690
1M High / 1M Low: 7.580 3.690
6M High / 6M Low: 7.680 3.090
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.714
Avg. volume 1W:   0.000
Avg. price 1M:   6.199
Avg. volume 1M:   0.000
Avg. price 6M:   4.871
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   197.10%
Volatility 6M:   135.08%
Volatility 1Y:   -
Volatility 3Y:   -