UBS Call 445 2FE 21.03.2025
/ DE000UM3VJU8
UBS Call 445 2FE 21.03.2025/ DE000UM3VJU8 /
| 11/11/2024 7:39:18 PM |
Chg.+0.070 |
Bid7:59:58 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.220EUR |
+3.26% |
2.140
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
445.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM3VJU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
445.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
3/26/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
-2.74 |
| Time value: |
1.86 |
| Break-even: |
463.60 |
| Moneyness: |
0.94 |
| Premium: |
0.11 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
-0.25 |
| Spread %: |
-11.85% |
| Delta: |
0.41 |
| Theta: |
-0.12 |
| Omega: |
9.16 |
| Rho: |
0.54 |
Quote data
| Open: |
2.290 |
| High: |
2.370 |
| Low: |
2.200 |
| Previous Close: |
2.150 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.32% |
| 1 Month |
|
|
-21.55% |
| 3 Months |
|
|
+19.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.380 |
1.530 |
| 1M High / 1M Low: |
4.170 |
1.530 |
| 6M High / 6M Low: |
4.380 |
1.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.128 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.264 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.543 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.23% |
| Volatility 6M: |
|
170.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
