UBS Call 440 2FE 21.03.2025
/ DE000UM3TE08
UBS Call 440 2FE 21.03.2025/ DE000UM3TE08 /
| 2024-09-02 7:45:50 PM |
Chg.-0.100 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.630EUR |
-2.11% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
440.00 EUR |
2025-03-21 |
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: |
2025-03-21 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.99 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
0.56 |
| Time value: |
4.18 |
| Break-even: |
487.40 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
0.60 |
| Theta: |
-0.12 |
| Omega: |
5.65 |
| Rho: |
1.21 |
Quote data
| Open: |
4.750 |
| High: |
4.780 |
| Low: |
4.430 |
| Previous Close: |
4.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.20% |
| 1 Month |
|
|
+97.86% |
| 3 Months |
|
|
+124.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.730 |
3.640 |
| 1M High / 1M Low: |
4.730 |
1.900 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.182 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.994 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
