UBS Call 395 2FE 21.03.2025
/ CH1329471077
UBS Call 395 2FE 21.03.2025/ CH1329471077 /
16/08/2024 11:35:47 |
Chg.+1.30 |
Bid19:31:30 |
Ask19:31:30 |
Underlying |
Strike price |
Expiration date |
Option type |
5.66EUR |
+29.82% |
5.52 Bid Size: 1,000 |
- 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: |
9.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.93 |
Intrinsic value: |
2.26 |
Implied volatility: |
0.21 |
Historic volatility: |
0.25 |
Parity: |
2.26 |
Time value: |
2.16 |
Break-even: |
439.20 |
Moneyness: |
1.06 |
Premium: |
0.05 |
Premium p.a.: |
0.09 |
Spread abs.: |
-0.47 |
Spread %: |
-9.61% |
Delta: |
0.71 |
Theta: |
-0.08 |
Omega: |
6.73 |
Rho: |
1.50 |
Quote data
Open: |
5.66 |
High: |
5.66 |
Low: |
5.66 |
Previous Close: |
4.36 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+54.22% |
1 Month |
|
|
+52.15% |
3 Months |
|
|
+35.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.36 |
3.67 |
1M High / 1M Low: |
4.36 |
3.15 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.96 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.63 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
124.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |