UBS Call 350 2FE 20.06.2025
/ CH1322930897
UBS Call 350 2FE 20.06.2025/ CH1322930897 /
| 9/17/2024 1:06:55 PM |
Chg.+0.430 |
Bid1:33:30 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.470EUR |
+4.76% |
9.320
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
350.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UM2N5U |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.43 |
| Intrinsic value: |
6.75 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
6.75 |
| Time value: |
2.34 |
| Break-even: |
440.90 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.81 |
| Theta: |
-0.08 |
| Omega: |
3.70 |
| Rho: |
1.86 |
Quote data
| Open: |
9.500 |
| High: |
9.610 |
| Low: |
9.430 |
| Previous Close: |
9.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.97% |
| 1 Month |
|
|
+0.74% |
| 3 Months |
|
|
+30.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.960 |
9.040 |
| 1M High / 1M Low: |
11.710 |
9.040 |
| 6M High / 6M Low: |
11.710 |
6.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.937 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.72% |
| Volatility 6M: |
|
82.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
