UBS Call 345 2FE 19.09.2025
/ DE000UM784U8
UBS Call 345 2FE 19.09.2025/ DE000UM784U8 /
| 08/11/2024 21:54:04 |
Chg.+0.340 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.980EUR |
+3.53% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
345.00 EUR |
19/09/2025 |
Call |
Master data
| WKN: |
UM784U |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
345.00 EUR |
| Maturity: |
19/09/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.05 |
| Intrinsic value: |
7.26 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
7.26 |
| Time value: |
2.21 |
| Break-even: |
439.70 |
| Moneyness: |
1.21 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
-0.51 |
| Spread %: |
-5.11% |
| Delta: |
0.82 |
| Theta: |
-0.07 |
| Omega: |
3.62 |
| Rho: |
2.13 |
Quote data
| Open: |
9.540 |
| High: |
10.040 |
| Low: |
9.180 |
| Previous Close: |
9.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.70% |
| 1 Month |
|
|
+2.89% |
| 3 Months |
|
|
+27.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.580 |
8.520 |
| 1M High / 1M Low: |
12.810 |
8.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.311 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
