UBS Call 350 2FE 20.06.2025
/ CH1322930897
UBS Call 350 2FE 20.06.2025/ CH1322930897 /
2024-09-02 9:18:19 AM |
Chg.+0.07 |
Bid11:16:49 AM |
Ask11:16:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
11.65EUR |
+0.60% |
11.49 Bid Size: 2,000 |
- 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: |
3.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.03 |
Intrinsic value: |
9.56 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
9.56 |
Time value: |
2.02 |
Break-even: |
465.80 |
Moneyness: |
1.27 |
Premium: |
0.05 |
Premium p.a.: |
0.06 |
Spread abs.: |
-0.23 |
Spread %: |
-1.95% |
Delta: |
0.86 |
Theta: |
-0.08 |
Omega: |
3.31 |
Rho: |
2.14 |
Quote data
Open: |
11.65 |
High: |
11.65 |
Low: |
11.65 |
Previous Close: |
11.58 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.95% |
1 Month |
|
|
+73.11% |
3 Months |
|
|
+74.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.58 |
10.39 |
1M High / 1M Low: |
11.58 |
6.73 |
6M High / 6M Low: |
11.58 |
6.17 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.92 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.84 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.71 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.16% |
Volatility 6M: |
|
81.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |