UBS Call 340 2FE 20.06.2025
/ CH1322930871
UBS Call 340 2FE 20.06.2025/ CH1322930871 /
| 07/10/2024 09:27:03 |
Chg.+0.13 |
Bid22:00:21 |
Ask22:00:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.95EUR |
+1.47% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
340.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.27 |
| Intrinsic value: |
6.80 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
6.80 |
| Time value: |
2.31 |
| Break-even: |
431.10 |
| Moneyness: |
1.20 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.80 |
| Theta: |
-0.09 |
| Omega: |
3.59 |
| Rho: |
1.65 |
Quote data
| Open: |
8.95 |
| High: |
8.95 |
| Low: |
8.95 |
| Previous Close: |
8.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.05% |
| 1 Month |
|
|
-18.41% |
| 3 Months |
|
|
+8.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.21 |
8.82 |
| 1M High / 1M Low: |
11.13 |
8.82 |
| 6M High / 6M Low: |
12.61 |
6.81 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.72% |
| Volatility 6M: |
|
78.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
