UBS Call 415 2FE 21.03.2025
/ CH1329471119
UBS Call 415 2FE 21.03.2025/ CH1329471119 /
| 2024-05-27 7:33:06 PM |
Chg.+0.130 |
Bid7:45:51 PM |
Ask7:45:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.320EUR |
+4.08% |
3.290
Bid Size: 750 |
3.440
Ask Size: 750 |
FERRARI N.V. |
415.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM3G9R |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
415.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-2.89 |
| Time value: |
3.28 |
| Break-even: |
447.80 |
| Moneyness: |
0.93 |
| Premium: |
0.16 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.15 |
| Spread %: |
4.79% |
| Delta: |
0.49 |
| Theta: |
-0.08 |
| Omega: |
5.74 |
| Rho: |
1.27 |
Quote data
| Open: |
3.280 |
| High: |
3.340 |
| Low: |
3.180 |
| Previous Close: |
3.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.73% |
| 1 Month |
|
|
-11.47% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.260 |
3.170 |
| 1M High / 1M Low: |
4.220 |
2.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
