UBS Call 370 2FE 19.12.2025
/ DE000UM5ZRZ6
UBS Call 370 2FE 19.12.2025/ DE000UM5ZRZ6 /
9/5/2024 7:32:51 PM |
Chg.-0.850 |
Bid7:58:45 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
9.950EUR |
-7.87% |
9.970 Bid Size: 750 |
- Ask Size: - |
FERRARI N.V. |
370.00 EUR |
12/19/2025 |
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: |
12/19/2025 |
Issue date: |
5/28/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.97 |
Intrinsic value: |
6.89 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
6.89 |
Time value: |
3.83 |
Break-even: |
477.20 |
Moneyness: |
1.19 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.79 |
Theta: |
-0.07 |
Omega: |
3.23 |
Rho: |
3.07 |
Quote data
Open: |
10.730 |
High: |
10.730 |
Low: |
9.710 |
Previous Close: |
10.800 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-12.33% |
1 Month |
|
|
+45.26% |
3 Months |
|
|
+35.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.420 |
10.800 |
1M High / 1M Low: |
11.420 |
6.850 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.200 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.251 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |