UBS Call 415 2FE 21.03.2025/  CH1329471119  /

Frankfurt Zert./UBS
1/23/2025  7:37:21 PM Chg.-0.220 Bid7:59:49 PM Ask7:59:49 PM Underlying Strike price Expiration date Option type
1.890EUR -10.43% 1.870
Bid Size: 750
2.020
Ask Size: 750
FERRARI N.V. 415.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 3/4/2024
Last trading day: 3/20/2025
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: 1.870
High: 1.920
Low: 1.730
Previous Close: 2.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.31%
1 Month
  -19.92%
3 Months
  -66.73%
YTD
  -20.92%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.770 2.110
1M High / 1M Low: 2.770 1.960
6M High / 6M Low: 6.190 1.960
High (YTD): 1/17/2025 2.770
Low (YTD): 1/13/2025 1.960
52W High: - -
52W Low: - -
Avg. price 1W:   2.498
Avg. volume 1W:   0.000
Avg. price 1M:   2.379
Avg. volume 1M:   0.000
Avg. price 6M:   3.732
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   155.89%
Volatility 6M:   157.80%
Volatility 1Y:   -
Volatility 3Y:   -