UBS Call 355 2FE 20.06.2025
/ CH1322930905
UBS Call 355 2FE 20.06.2025/ CH1322930905 /
26/07/2024 08:14:05 |
Chg.-0.010 |
Bid08:14:05 |
Ask08:14:05 |
Underlying |
Strike price |
Expiration date |
Option type |
5.790EUR |
-0.17% |
5.790 Bid Size: 750 |
5.940 Ask Size: 750 |
FERRARI N.V. |
355.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.66 |
Intrinsic value: |
2.78 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
2.78 |
Time value: |
3.61 |
Break-even: |
418.90 |
Moneyness: |
1.08 |
Premium: |
0.09 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.15 |
Spread %: |
2.40% |
Delta: |
0.70 |
Theta: |
-0.08 |
Omega: |
4.19 |
Rho: |
1.84 |
Quote data
Open: |
5.760 |
High: |
5.800 |
Low: |
5.750 |
Previous Close: |
5.800 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.95% |
1 Month |
|
|
-14.98% |
3 Months |
|
|
-27.44% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.950 |
5.800 |
1M High / 1M Low: |
7.770 |
5.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.452 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.863 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |