UBS Call 370 2FE 19.12.2025
/ DE000UM5ZRZ6
UBS Call 370 2FE 19.12.2025/ DE000UM5ZRZ6 /
| 2024-10-07 7:33:36 PM |
Chg.-0.040 |
Bid7:59:45 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.340EUR |
-0.48% |
8.320
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
370.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
UM5ZRZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.34 |
| Intrinsic value: |
3.80 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
3.80 |
| Time value: |
4.36 |
| Break-even: |
451.60 |
| Moneyness: |
1.10 |
| Premium: |
0.11 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
-0.13 |
| Spread %: |
-1.57% |
| Delta: |
0.72 |
| Theta: |
-0.07 |
| Omega: |
3.59 |
| Rho: |
2.53 |
Quote data
| Open: |
8.200 |
| High: |
8.420 |
| Low: |
8.120 |
| Previous Close: |
8.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.54% |
| 1 Month |
|
|
-13.40% |
| 3 Months |
|
|
+16.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.020 |
8.100 |
| 1M High / 1M Low: |
9.980 |
8.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.249 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
