UBS Call 430 2FE 21.03.2025
/ CH1329471143
UBS Call 430 2FE 21.03.2025/ CH1329471143 /
| 11/8/2024 4:30:46 PM |
Chg.-0.010 |
Bid4:42:15 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.530EUR |
-0.39% |
2.580
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
430.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM29XU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
3/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
-1.23 |
| Time value: |
2.58 |
| Break-even: |
455.80 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.49 |
| Theta: |
-0.12 |
| Omega: |
8.01 |
| Rho: |
0.66 |
Quote data
| Open: |
2.390 |
| High: |
2.560 |
| Low: |
2.380 |
| Previous Close: |
2.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.75% |
| 1 Month |
|
|
-21.43% |
| 3 Months |
|
|
+12.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.270 |
2.110 |
| 1M High / 1M Low: |
5.070 |
2.110 |
| 6M High / 6M Low: |
5.240 |
1.970 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.985 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.125 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.27% |
| Volatility 6M: |
|
154.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
