UBS Call 350 2FE 19.09.2025
/ DE000UM78568
UBS Call 350 2FE 19.09.2025/ DE000UM78568 /
| 12/11/2024 19:32:12 |
Chg.-1.100 |
Bid19:59:30 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.700EUR |
-11.22% |
8.670
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
350.00 EUR |
19/09/2025 |
Call |
Master data
| WKN: |
UM7856 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 EUR |
| Maturity: |
19/09/2025 |
| Issue date: |
25/07/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.37 |
| Intrinsic value: |
7.60 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
7.60 |
| Time value: |
2.26 |
| Break-even: |
448.60 |
| Moneyness: |
1.22 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.23 |
| Spread %: |
2.39% |
| Delta: |
0.82 |
| Theta: |
-0.07 |
| Omega: |
3.55 |
| Rho: |
2.14 |
Quote data
| Open: |
9.410 |
| High: |
9.410 |
| Low: |
8.670 |
| Previous Close: |
9.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.41% |
| 1 Month |
|
|
-15.62% |
| 3 Months |
|
|
+12.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.070 |
8.600 |
| 1M High / 1M Low: |
12.370 |
8.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
11.125 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
