UBS Call 485 2FE 21.03.2025
/ DE000UP05L66
UBS Call 485 2FE 21.03.2025/ DE000UP05L66 /
| 11/8/2024 10:47:12 AM |
Chg.+0.020 |
Bid12:11:14 PM |
Ask12:11:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+2.53% |
0.800
Bid Size: 2,000 |
0.850
Ask Size: 2,000 |
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: |
40.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-6.73 |
| Time value: |
1.02 |
| Break-even: |
495.20 |
| Moneyness: |
0.86 |
| Premium: |
0.19 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.15 |
| Spread %: |
17.24% |
| Delta: |
0.25 |
| Theta: |
-0.10 |
| Omega: |
10.19 |
| Rho: |
0.34 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.59% |
| 1 Month |
|
|
-26.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.910 |
0.790 |
| 1M High / 1M Low: |
2.410 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.315 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.747 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
