UBS Call 415 2FE 21.03.2025
/ CH1329471119
UBS Call 415 2FE 21.03.2025/ CH1329471119 /
| 23/01/2025 09:59:45 |
Chg.-0.79 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
-31.23% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
415.00 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
04/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
0.05 |
| Time value: |
2.16 |
| Break-even: |
437.10 |
| Moneyness: |
1.00 |
| Premium: |
0.05 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.15 |
| Spread %: |
7.28% |
| Delta: |
0.54 |
| Theta: |
-0.20 |
| Omega: |
10.20 |
| Rho: |
0.32 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
2.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.41% |
| 1 Month |
|
|
-24.35% |
| 3 Months |
|
|
-69.26% |
| YTD |
|
|
-27.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.78 |
1.74 |
| 1M High / 1M Low: |
2.91 |
1.74 |
| 6M High / 6M Low: |
6.31 |
1.74 |
| High (YTD): |
16/01/2025 |
2.91 |
| Low (YTD): |
23/01/2025 |
1.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.39% |
| Volatility 6M: |
|
177.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |