UBS Call 430 2FE 21.03.2025
/ CH1329471143
UBS Call 430 2FE 21.03.2025/ CH1329471143 /
| 2024-05-23 7:37:11 PM |
Chg.-0.040 |
Bid7:58:50 PM |
Ask7:58:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.660EUR |
-1.48% |
2.610
Bid Size: 750 |
2.760
Ask Size: 750 |
FERRARI N.V. |
430.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM29XU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-4.50 |
| Time value: |
2.72 |
| Break-even: |
457.20 |
| Moneyness: |
0.90 |
| Premium: |
0.19 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.15 |
| Spread %: |
5.84% |
| Delta: |
0.43 |
| Theta: |
-0.08 |
| Omega: |
6.08 |
| Rho: |
1.14 |
Quote data
| Open: |
2.830 |
| High: |
2.830 |
| Low: |
2.570 |
| Previous Close: |
2.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.66% |
| 1 Month |
|
|
-15.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.870 |
2.610 |
| 1M High / 1M Low: |
3.440 |
2.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.794 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
