UBS Call 355 2FE 20.06.2025/  CH1322930905  /

UBS Investment Bank
7/5/2024  9:53:01 PM Chg.-0.330 Bid- Ask- Underlying Strike price Expiration date Option type
6.900EUR -4.56% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 355.00 EUR 6/20/2025 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: 6/20/2025
Issue date: 2/8/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.49
Leverage: Yes

Calculated values

Fair value: 6.10
Intrinsic value: 3.22
Implied volatility: 0.32
Historic volatility: 0.24
Parity: 3.22
Time value: 3.83
Break-even: 425.50
Moneyness: 1.09
Premium: 0.10
Premium p.a.: 0.10
Spread abs.: 0.15
Spread %: 2.17%
Delta: 0.71
Theta: -0.08
Omega: 3.89
Rho: 1.95
 

Quote data

Open: 7.240
High: 7.460
Low: 6.710
Previous Close: 7.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.83%
1 Month  
+0.88%
3 Months
  -5.22%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.230 6.430
1M High / 1M Low: 7.570 6.340
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.858
Avg. volume 1W:   0.000
Avg. price 1M:   6.872
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -