UBS Call 430 2FE 21.03.2025
/ CH1329471143
UBS Call 430 2FE 21.03.2025/ CH1329471143 /
| 7/5/2024 9:50:07 AM |
Chg.+0.09 |
Bid10:00:15 PM |
Ask10:00:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.76EUR |
+3.37% |
-
Bid Size: - |
-
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: |
15.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-4.28 |
| Time value: |
2.58 |
| Break-even: |
455.80 |
| Moneyness: |
0.90 |
| Premium: |
0.18 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.15 |
| Spread %: |
6.17% |
| Delta: |
0.42 |
| Theta: |
-0.09 |
| Omega: |
6.34 |
| Rho: |
0.97 |
Quote data
| Open: |
2.76 |
| High: |
2.76 |
| Low: |
2.76 |
| Previous Close: |
2.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.48% |
| 1 Month |
|
|
+2.60% |
| 3 Months |
|
|
+1.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.76 |
2.22 |
| 1M High / 1M Low: |
2.91 |
2.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
