UBS Call 360 2FE 20.06.2025
/ CH1322930913
UBS Call 360 2FE 20.06.2025/ CH1322930913 /
| 26/07/2024 21:54:52 |
Chg.+0.410 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.920EUR |
+7.44% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
360.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
UM2BTV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.98 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
1.75 |
| Time value: |
4.31 |
| Break-even: |
420.60 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
2.54% |
| Delta: |
0.66 |
| Theta: |
-0.08 |
| Omega: |
4.11 |
| Rho: |
1.69 |
Quote data
| Open: |
5.470 |
| High: |
6.040 |
| Low: |
5.430 |
| Previous Close: |
5.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.43% |
| 1 Month |
|
|
-1.99% |
| 3 Months |
|
|
-22.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.620 |
5.510 |
| 1M High / 1M Low: |
7.440 |
5.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
