UBS Call 355 2FE 20.06.2025
/ CH1322930905
UBS Call 355 2FE 20.06.2025/ CH1322930905 /
2024-10-08 7:30:24 PM |
Chg.+0.590 |
Bid7:59:28 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.570EUR |
+7.39% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
355.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
UM2MTU |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
355.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-02-08 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.20 |
Intrinsic value: |
5.40 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
5.40 |
Time value: |
2.57 |
Break-even: |
434.70 |
Moneyness: |
1.15 |
Premium: |
0.06 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.77 |
Theta: |
-0.09 |
Omega: |
3.94 |
Rho: |
1.64 |
Quote data
Open: |
7.810 |
High: |
8.680 |
Low: |
7.810 |
Previous Close: |
7.980 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+2.02% |
1 Month |
|
|
-12.55% |
3 Months |
|
|
+14.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.570 |
7.810 |
1M High / 1M Low: |
9.800 |
7.810 |
6M High / 6M Low: |
11.310 |
6.020 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.162 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.945 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.708 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
85.89% |
Volatility 6M: |
|
89.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |