UBS Call 400 2FE 21.03.2025
/ CH1329471085
UBS Call 400 2FE 21.03.2025/ CH1329471085 /
| 9/3/2024 9:50:04 PM |
Chg.-0.520 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.690EUR |
-7.21% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM3FY2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
3/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.57 |
| Intrinsic value: |
4.71 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
4.71 |
| Time value: |
2.44 |
| Break-even: |
471.50 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
-0.06 |
| Spread %: |
-0.83% |
| Delta: |
0.75 |
| Theta: |
-0.11 |
| Omega: |
4.72 |
| Rho: |
1.45 |
Quote data
| Open: |
7.190 |
| High: |
7.480 |
| Low: |
6.660 |
| Previous Close: |
7.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.88% |
| 1 Month |
|
|
+66.83% |
| 3 Months |
|
|
+105.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.320 |
6.440 |
| 1M High / 1M Low: |
7.320 |
3.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
