UBS Call 395 2FE 21.03.2025
/ CH1329471077
UBS Call 395 2FE 21.03.2025/ CH1329471077 /
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: |
|
- |