UBS Call 345 2FE 20.06.2025
/ CH1322930889
UBS Call 345 2FE 20.06.2025/ CH1322930889 /
| 05/07/2024 21:53:01 |
Chg.-0.350 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.560EUR |
-4.42% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
345.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
UM2MU6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
345.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.25 |
| Intrinsic value: |
4.85 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
4.85 |
| Time value: |
3.21 |
| Break-even: |
425.60 |
| Moneyness: |
1.14 |
| Premium: |
0.08 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
1.90% |
| Delta: |
0.76 |
| Theta: |
-0.08 |
| Omega: |
3.70 |
| Rho: |
2.08 |
Quote data
| Open: |
7.920 |
| High: |
8.140 |
| Low: |
7.360 |
| Previous Close: |
7.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.15% |
| 1 Month |
|
|
-1.56% |
| 3 Months |
|
|
-4.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.910 |
6.990 |
| 1M High / 1M Low: |
8.240 |
6.990 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.402 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.516 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
