UBS Call 400 2FE 21.03.2025
/ CH1329471085
UBS Call 400 2FE 21.03.2025/ CH1329471085 /
| 1/23/2025 9:59:45 AM |
Chg.-0.97 |
Bid8:00:07 PM |
Ask8:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.54EUR |
-27.64% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
400.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
UM3FY2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
3/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.66 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
1.55 |
| Time value: |
1.56 |
| Break-even: |
431.10 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.15 |
| Spread %: |
5.07% |
| Delta: |
0.65 |
| Theta: |
-0.20 |
| Omega: |
8.69 |
| Rho: |
0.37 |
Quote data
| Open: |
2.54 |
| High: |
2.54 |
| Low: |
2.54 |
| Previous Close: |
3.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.87% |
| 1 Month |
|
|
-18.59% |
| 3 Months |
|
|
-60.98% |
| YTD |
|
|
-21.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.90 |
3.51 |
| 1M High / 1M Low: |
3.90 |
2.62 |
| 6M High / 6M Low: |
7.36 |
2.62 |
| High (YTD): |
1/16/2025 |
3.90 |
| Low (YTD): |
1/2/2025 |
2.62 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.23% |
| Volatility 6M: |
|
156.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |