UBS Call 415 2FE 21.03.2025
/ CH1329471119
UBS Call 415 2FE 21.03.2025/ CH1329471119 /
| 2024-09-17 1:06:52 PM |
Chg.+0.270 |
Bid1:06:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.370EUR |
+6.59% |
4.370
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
415.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM3G9R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
415.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.45 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
0.25 |
| Time value: |
4.25 |
| Break-even: |
460.00 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.40 |
| Spread %: |
9.76% |
| Delta: |
0.59 |
| Theta: |
-0.13 |
| Omega: |
5.44 |
| Rho: |
1.01 |
Quote data
| Open: |
4.420 |
| High: |
4.510 |
| Low: |
4.310 |
| Previous Close: |
4.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.32% |
| 1 Month |
|
|
+1.63% |
| 3 Months |
|
|
+36.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.010 |
4.100 |
| 1M High / 1M Low: |
6.270 |
4.100 |
| 6M High / 6M Low: |
6.270 |
2.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.529 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.36% |
| Volatility 6M: |
|
131.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
