UBS Call 410 2FE 21.03.2025
/ CH1329471101
UBS Call 410 2FE 21.03.2025/ CH1329471101 /
| 12/07/2024 09:51:05 |
Chg.-0.19 |
Bid22:00:13 |
Ask22:00:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.60EUR |
-5.01% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
410.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
04/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-1.04 |
| Time value: |
3.87 |
| Break-even: |
448.70 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.15 |
| Spread %: |
4.03% |
| Delta: |
0.55 |
| Theta: |
-0.09 |
| Omega: |
5.65 |
| Rho: |
1.24 |
Quote data
| Open: |
3.60 |
| High: |
3.60 |
| Low: |
3.60 |
| Previous Close: |
3.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.98% |
| 3 Months |
|
|
-8.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.79 |
3.49 |
| 1M High / 1M Low: |
3.79 |
2.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
