UBS Call 340 2FE 20.06.2025
/ CH1322930871
UBS Call 340 2FE 20.06.2025/ CH1322930871 /
| 11/8/2024 9:39:36 AM |
Chg.+0.31 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.19EUR |
+3.49% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
340.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UM2L00 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.90 |
| Intrinsic value: |
7.76 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
7.76 |
| Time value: |
2.02 |
| Break-even: |
437.80 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-0.09 |
| Omega: |
3.50 |
| Rho: |
1.49 |
Quote data
| Open: |
9.19 |
| High: |
9.19 |
| Low: |
9.19 |
| Previous Close: |
8.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.50% |
| 1 Month |
|
|
-3.67% |
| 3 Months |
|
|
+21.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.70 |
8.75 |
| 1M High / 1M Low: |
12.86 |
8.75 |
| 6M High / 6M Low: |
12.86 |
6.81 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.07% |
| Volatility 6M: |
|
77.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
