UBS Call 350 2FE 20.06.2025
/ CH1322930897
UBS Call 350 2FE 20.06.2025/ CH1322930897 /
| 2024-07-26 9:54:55 PM |
Chg.+0.430 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.530EUR |
+7.05% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
350.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.57 |
| Intrinsic value: |
2.75 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
2.75 |
| Time value: |
3.93 |
| Break-even: |
416.80 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.15 |
| Spread %: |
2.30% |
| Delta: |
0.69 |
| Theta: |
-0.08 |
| Omega: |
3.91 |
| Rho: |
1.75 |
Quote data
| Open: |
6.060 |
| High: |
6.660 |
| Low: |
6.020 |
| Previous Close: |
6.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.26% |
| 1 Month |
|
|
-1.95% |
| 3 Months |
|
|
-21.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.280 |
6.100 |
| 1M High / 1M Low: |
8.120 |
6.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
