UBS Call 370 2FE 20.06.2025
/ CH1322930939
UBS Call 370 2FE 20.06.2025/ CH1322930939 /
| 7/12/2024 7:29:21 PM |
Chg.+0.250 |
Bid7:58:13 PM |
Ask7:58:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.670EUR |
+3.89% |
6.680
Bid Size: 750 |
6.830
Ask Size: 750 |
FERRARI N.V. |
370.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UM2KNV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.03 |
| Intrinsic value: |
2.96 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
2.96 |
| Time value: |
3.83 |
| Break-even: |
437.90 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.15 |
| Spread %: |
2.26% |
| Delta: |
0.70 |
| Theta: |
-0.08 |
| Omega: |
4.12 |
| Rho: |
1.99 |
Quote data
| Open: |
6.460 |
| High: |
6.700 |
| Low: |
6.440 |
| Previous Close: |
6.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.41% |
| 1 Month |
|
|
+11.35% |
| 3 Months |
|
|
+4.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.810 |
6.410 |
| 1M High / 1M Low: |
6.810 |
5.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
