UBS Call 440 2FE 21.03.2025
/ DE000UM3TE08
UBS Call 440 2FE 21.03.2025/ DE000UM3TE08 /
| 08/11/2024 10:38:35 |
Chg.+0.09 |
Bid22:00:24 |
Ask22:00:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
+4.59% |
-
Bid Size: - |
-
Ask Size: - |
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: |
18.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
-2.24 |
| Time value: |
2.32 |
| Break-even: |
463.20 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.45 |
| Theta: |
-0.13 |
| Omega: |
8.05 |
| Rho: |
0.59 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
1.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.75% |
| 1 Month |
|
|
-20.23% |
| 3 Months |
|
|
+1.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.63 |
1.96 |
| 1M High / 1M Low: |
4.59 |
1.96 |
| 6M High / 6M Low: |
4.81 |
1.59 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.43% |
| Volatility 6M: |
|
146.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
