UBS Call 400 2FE 21.03.2025
/ CH1329471085
UBS Call 400 2FE 21.03.2025/ CH1329471085 /
| 2024-05-27 7:40:27 PM |
Chg.+0.150 |
Bid7:48:10 PM |
Ask7:48:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.980EUR |
+3.92% |
3.950
Bid Size: 750 |
4.100
Ask Size: 750 |
FERRARI N.V. |
400.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM3FY2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-1.39 |
| Time value: |
3.92 |
| Break-even: |
439.20 |
| Moneyness: |
0.97 |
| Premium: |
0.14 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
3.98% |
| Delta: |
0.55 |
| Theta: |
-0.08 |
| Omega: |
5.37 |
| Rho: |
1.40 |
Quote data
| Open: |
3.930 |
| High: |
4.020 |
| Low: |
3.810 |
| Previous Close: |
3.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.92% |
| 1 Month |
|
|
-9.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.910 |
3.830 |
| 1M High / 1M Low: |
4.740 |
3.330 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.864 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.914 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
