UBS Call 370 2FE 19.12.2025
/ DE000UM5ZRZ6
UBS Call 370 2FE 19.12.2025/ DE000UM5ZRZ6 /
| 2024-07-30 10:14:50 AM |
Chg.+0.17 |
Bid4:24:30 PM |
Ask4:24:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.63EUR |
+2.63% |
6.82
Bid Size: 2,500 |
6.87
Ask Size: 2,500 |
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: |
5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.55 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.73 |
| Time value: |
5.92 |
| Break-even: |
436.50 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
2.31% |
| Delta: |
0.65 |
| Theta: |
-0.07 |
| Omega: |
3.66 |
| Rho: |
2.46 |
Quote data
| Open: |
6.63 |
| High: |
6.63 |
| Low: |
6.63 |
| Previous Close: |
6.46 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.27% |
| 1 Month |
|
|
-6.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.15 |
6.36 |
| 1M High / 1M Low: |
7.98 |
6.36 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
