UBS Call 365 2FE 20.06.2025
/ CH1322930921
UBS Call 365 2FE 20.06.2025/ CH1322930921 /
04/09/2024 09:59:31 |
Chg.-0.74 |
Bid13:59:10 |
Ask13:59:10 |
Underlying |
Strike price |
Expiration date |
Option type |
9.85EUR |
-6.99% |
9.82 Bid Size: 2,000 |
- Ask Size: - |
FERRARI N.V. |
365.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.30 |
Intrinsic value: |
7.50 |
Implied volatility: |
0.38 |
Historic volatility: |
0.25 |
Parity: |
7.50 |
Time value: |
3.09 |
Break-even: |
470.90 |
Moneyness: |
1.21 |
Premium: |
0.07 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.67 |
Spread %: |
6.75% |
Delta: |
0.79 |
Theta: |
-0.10 |
Omega: |
3.29 |
Rho: |
1.92 |
Quote data
Open: |
9.85 |
High: |
9.85 |
Low: |
9.85 |
Previous Close: |
10.59 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.92% |
1 Month |
|
|
+57.60% |
3 Months |
|
|
+74.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.59 |
9.76 |
1M High / 1M Low: |
10.59 |
5.89 |
6M High / 6M Low: |
10.59 |
5.30 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
6.83 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.86% |
Volatility 6M: |
|
89.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |