UBS Call 355 2FE 20.06.2025
/ CH1322930905
UBS Call 355 2FE 20.06.2025/ CH1322930905 /
| 6/28/2024 9:54:50 PM |
Chg.-0.150 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.340EUR |
-2.31% |
-
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: |
5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.77 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
2.72 |
| Time value: |
3.92 |
| Break-even: |
421.40 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.30 |
| Spread %: |
4.73% |
| Delta: |
0.70 |
| Theta: |
-0.08 |
| Omega: |
4.01 |
| Rho: |
1.95 |
Quote data
| Open: |
6.520 |
| High: |
6.730 |
| Low: |
6.250 |
| Previous Close: |
6.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.98% |
| 1 Month |
|
|
-1.09% |
| 3 Months |
|
|
-26.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.510 |
6.340 |
| 1M High / 1M Low: |
7.570 |
6.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
