UBS Call 415 2FE 21.03.2025
/ CH1329471119
UBS Call 415 2FE 21.03.2025/ CH1329471119 /
| 17/09/2024 16:26:51 |
Chg.-0.22 |
Bid18:34:38 |
Ask18:34:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.28EUR |
-4.89% |
4.16
Bid Size: 1,000 |
-
Ask Size: - |
FERRARI N.V. |
415.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
04/03/2024 |
| Last trading day: |
20/03/2025 |
| 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: |
4.28 |
| High: |
4.28 |
| Low: |
4.28 |
| Previous Close: |
4.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.83% |
| 1 Month |
|
|
-4.46% |
| 3 Months |
|
|
+39.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.91 |
4.50 |
| 1M High / 1M Low: |
6.31 |
4.50 |
| 6M High / 6M Low: |
6.31 |
2.36 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.39% |
| Volatility 6M: |
|
124.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
