UBS Call 365 2FE 20.06.2025
/ CH1322930921
UBS Call 365 2FE 20.06.2025/ CH1322930921 /
| 7/26/2024 9:54:57 PM |
Chg.+0.390 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.620EUR |
+7.46% |
-
Bid Size: - |
-
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: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.70 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
1.25 |
| Time value: |
4.52 |
| Break-even: |
422.70 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
2.67% |
| Delta: |
0.64 |
| Theta: |
-0.08 |
| Omega: |
4.21 |
| Rho: |
1.67 |
Quote data
| Open: |
5.180 |
| High: |
5.740 |
| Low: |
5.150 |
| Previous Close: |
5.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.60% |
| 1 Month |
|
|
-2.26% |
| 3 Months |
|
|
-23.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.310 |
5.230 |
| 1M High / 1M Low: |
7.110 |
5.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
