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: |
|
- |
