UBS Call 365 2FE 20.06.2025
/ CH1322930921
UBS Call 365 2FE 20.06.2025/ CH1322930921 /
10/8/2024 12:59:48 PM |
Chg.+0.480 |
Bid1:00:10 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.780EUR |
+6.58% |
7.760 Bid Size: 2,500 |
- Ask Size: - |
FERRARI N.V. |
365.00 EUR |
6/20/2025 |
Call |
Master data
WKN: |
UM2A07 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
365.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
2/8/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.48 |
Intrinsic value: |
4.40 |
Implied volatility: |
0.33 |
Historic volatility: |
0.25 |
Parity: |
4.40 |
Time value: |
2.87 |
Break-even: |
437.70 |
Moneyness: |
1.12 |
Premium: |
0.07 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.74 |
Theta: |
-0.09 |
Omega: |
4.15 |
Rho: |
1.60 |
Quote data
Open: |
7.290 |
High: |
7.780 |
Low: |
7.170 |
Previous Close: |
7.300 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.50% |
1 Month |
|
|
-10.27% |
3 Months |
|
|
+15.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.700 |
7.100 |
1M High / 1M Low: |
9.060 |
7.100 |
6M High / 6M Low: |
10.520 |
5.470 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.416 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.240 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.073 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
82.70% |
Volatility 6M: |
|
94.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |