UBS Call 485 2FE 21.03.2025
/ DE000UP05L66
UBS Call 485 2FE 21.03.2025/ DE000UP05L66 /
8/30/2024 10:13:30 AM |
Chg.+0.19 |
Bid10:00:21 PM |
Ask10:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.64EUR |
+7.76% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
485.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
UP05L6 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
485.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
8/28/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
16.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
-3.94 |
Time value: |
2.77 |
Break-even: |
512.70 |
Moneyness: |
0.92 |
Premium: |
0.15 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.15 |
Spread %: |
5.73% |
Delta: |
0.43 |
Theta: |
-0.11 |
Omega: |
6.90 |
Rho: |
0.90 |
Quote data
Open: |
2.64 |
High: |
2.64 |
Low: |
2.64 |
Previous Close: |
2.45 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
- |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |