UBS Call 410 2FE 21.03.2025
/ CH1329471101
UBS Call 410 2FE 21.03.2025/ CH1329471101 /
| 11/12/2024 7:29:12 PM |
Chg.-0.830 |
Bid7:59:55 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.180EUR |
-20.70% |
3.160
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
410.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM29Y6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
3/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.71 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
1.60 |
| Time value: |
2.27 |
| Break-even: |
448.70 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.65 |
| Theta: |
-0.12 |
| Omega: |
7.14 |
| Rho: |
0.84 |
Quote data
| Open: |
3.690 |
| High: |
3.700 |
| Low: |
3.160 |
| Previous Close: |
4.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-32.05% |
| 3 Months |
|
|
+2.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.300 |
3.160 |
| 1M High / 1M Low: |
6.420 |
3.160 |
| 6M High / 6M Low: |
6.530 |
2.640 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.336 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.20% |
| Volatility 6M: |
|
136.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
