UBS Call 355 2FE 20.06.2025
/ CH1322930905
UBS Call 355 2FE 20.06.2025/ CH1322930905 /
2024-10-07 9:27:03 AM |
Chg.+0.12 |
Bid2:37:43 PM |
Ask2:37:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.86EUR |
+1.55% |
8.05 Bid Size: 2,500 |
- 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: |
5.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.13 |
Intrinsic value: |
5.30 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
5.30 |
Time value: |
2.44 |
Break-even: |
432.40 |
Moneyness: |
1.15 |
Premium: |
0.06 |
Premium p.a.: |
0.09 |
Spread abs.: |
-0.27 |
Spread %: |
-3.37% |
Delta: |
0.77 |
Theta: |
-0.08 |
Omega: |
4.07 |
Rho: |
1.67 |
Quote data
Open: |
7.86 |
High: |
7.86 |
Low: |
7.86 |
Previous Close: |
7.74 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.68% |
1 Month |
|
|
-19.80% |
3 Months |
|
|
+9.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.06 |
7.74 |
1M High / 1M Low: |
9.95 |
7.74 |
6M High / 6M Low: |
11.38 |
5.87 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.11 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
7.73 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.09% |
Volatility 6M: |
|
84.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |