UBS Call 395 2FE 21.03.2025
/ CH1329471077
UBS Call 395 2FE 21.03.2025/ CH1329471077 /
| 12/11/2024 21:53:18 |
Chg.-0.890 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.960EUR |
-18.35% |
-
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: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.66 |
| Intrinsic value: |
3.10 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
3.10 |
| Time value: |
1.75 |
| Break-even: |
443.50 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
-0.11 |
| Omega: |
6.37 |
| Rho: |
0.92 |
Quote data
| Open: |
4.760 |
| High: |
4.770 |
| Low: |
3.960 |
| Previous Close: |
4.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.32% |
| 1 Month |
|
|
-31.13% |
| 3 Months |
|
|
+7.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.850 |
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: |
|
4.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.221 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.880 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.65% |
| Volatility 6M: |
|
135.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
