UBS Call 405 2FE 21.03.2025
/ CH1329471093
UBS Call 405 2FE 21.03.2025/ CH1329471093 /
| 2024-06-06 7:30:47 PM |
Chg.+0.010 |
Bid7:59:59 PM |
Ask7:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.590EUR |
+0.28% |
3.530
Bid Size: 750 |
3.680
Ask Size: 750 |
FERRARI N.V. |
405.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM3G9Q |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-1.60 |
| Time value: |
3.79 |
| Break-even: |
442.90 |
| Moneyness: |
0.96 |
| Premium: |
0.14 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.15 |
| Spread %: |
4.12% |
| Delta: |
0.53 |
| Theta: |
-0.09 |
| Omega: |
5.48 |
| Rho: |
1.34 |
Quote data
| Open: |
3.730 |
| High: |
3.800 |
| Low: |
3.590 |
| Previous Close: |
3.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.46% |
| 1 Month |
|
|
-15.13% |
| 3 Months |
|
|
-0.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.580 |
3.040 |
| 1M High / 1M Low: |
4.230 |
3.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.482 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
