UBS Call 460 2FE 21.03.2025/  DE000UP1FZF9  /

UBS Investment Bank
08/11/2024  21:54:00 Chg.+0.120 Bid- Ask- Underlying Strike price Expiration date Option type
1.580EUR +8.22% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 460.00 EUR 21/03/2025 Call
 

Master data

WKN: UP1FZF
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 460.00 EUR
Maturity: 21/03/2025
Issue date: 28/08/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.14
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.26
Parity: -4.24
Time value: 1.73
Break-even: 477.30
Moneyness: 0.91
Premium: 0.14
Premium p.a.: 0.45
Spread abs.: 0.15
Spread %: 9.49%
Delta: 0.36
Theta: -0.12
Omega: 8.66
Rho: 0.48
 

Quote data

Open: 1.420
High: 1.620
Low: 1.290
Previous Close: 1.460
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.48%
1 Month
  -30.70%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.700 1.080
1M High / 1M Low: 3.390 1.080
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.616
Avg. volume 1W:   0.000
Avg. price 1M:   2.580
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   272.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -