UBS Call 410 2FE 21.03.2025
/ CH1329471101
UBS Call 410 2FE 21.03.2025/ CH1329471101 /
| 2024-07-05 9:54:26 PM |
Chg.-0.240 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.220EUR |
-6.94% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
410.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-2.28 |
| Time value: |
3.37 |
| Break-even: |
443.70 |
| Moneyness: |
0.94 |
| Premium: |
0.15 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.15 |
| Spread %: |
4.66% |
| Delta: |
0.50 |
| Theta: |
-0.09 |
| Omega: |
5.75 |
| Rho: |
1.13 |
Quote data
| Open: |
3.470 |
| High: |
3.630 |
| Low: |
3.090 |
| Previous Close: |
3.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.78% |
| 1 Month |
|
|
-1.53% |
| 3 Months |
|
|
-9.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.460 |
2.920 |
| 1M High / 1M Low: |
3.760 |
2.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.250 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
