UBS Call 435 2FE 21.03.2025
/ DE000UM3P8C6
UBS Call 435 2FE 21.03.2025/ DE000UM3P8C6 /
| 2024-05-27 11:12:28 AM |
Chg.+0.040 |
Bid11:22:13 AM |
Ask11:22:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.510EUR |
+1.62% |
2.500
Bid Size: 2,500 |
2.550
Ask Size: 2,500 |
FERRARI N.V. |
435.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
UM3P8C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
435.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-4.89 |
| Time value: |
2.56 |
| Break-even: |
460.60 |
| Moneyness: |
0.89 |
| Premium: |
0.19 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.15 |
| Spread %: |
6.22% |
| Delta: |
0.41 |
| Theta: |
-0.08 |
| Omega: |
6.24 |
| Rho: |
1.09 |
Quote data
| Open: |
2.550 |
| High: |
2.550 |
| Low: |
2.460 |
| Previous Close: |
2.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.45% |
| 1 Month |
|
|
-16.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.530 |
2.450 |
| 1M High / 1M Low: |
3.250 |
2.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.561 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
