UBS Call 440 2FE 21.03.2025
/ DE000UM3TE08
UBS Call 440 2FE 21.03.2025/ DE000UM3TE08 /
| 02/08/2024 19:34:47 |
Chg.+0.350 |
Bid19:59:55 |
Ask19:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.330EUR |
+17.68% |
2.260
Bid Size: 750 |
2.410
Ask Size: 750 |
FERRARI N.V. |
440.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
UM3TE0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
26/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-4.46 |
| Time value: |
2.49 |
| Break-even: |
464.90 |
| Moneyness: |
0.90 |
| Premium: |
0.18 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.15 |
| Spread %: |
6.41% |
| Delta: |
0.41 |
| Theta: |
-0.09 |
| Omega: |
6.53 |
| Rho: |
0.87 |
Quote data
| Open: |
2.030 |
| High: |
2.330 |
| Low: |
1.940 |
| Previous Close: |
1.980 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.39% |
| 1 Month |
|
|
+0.87% |
| 3 Months |
|
|
-23.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.330 |
1.700 |
| 1M High / 1M Low: |
2.600 |
1.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.076 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
