UBS Call 395 2FE 21.03.2025
/ CH1329471077
UBS Call 395 2FE 21.03.2025/ CH1329471077 /
| 7/30/2024 9:54:17 PM |
Chg.-0.140 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.330EUR |
-4.03% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
395.00 EUR |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
3/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
-1.77 |
| Time value: |
3.62 |
| Break-even: |
431.20 |
| Moneyness: |
0.96 |
| Premium: |
0.14 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.15 |
| Spread %: |
4.32% |
| Delta: |
0.52 |
| Theta: |
-0.10 |
| Omega: |
5.41 |
| Rho: |
1.02 |
Quote data
| Open: |
3.440 |
| High: |
3.590 |
| Low: |
3.270 |
| Previous Close: |
3.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.51% |
| 1 Month |
|
|
-4.58% |
| 3 Months |
|
|
-22.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.850 |
3.090 |
| 1M High / 1M Low: |
4.630 |
3.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.891 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
