UBS Call 370 2FE 20.06.2025
/ CH1322930939
UBS Call 370 2FE 20.06.2025/ CH1322930939 /
| 09/08/2024 19:40:48 |
Chg.+0.130 |
Bid19:59:34 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.800EUR |
+2.29% |
5.720
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
370.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.83 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
1.46 |
| Time value: |
4.26 |
| Break-even: |
427.20 |
| Moneyness: |
1.04 |
| Premium: |
0.11 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
0.88% |
| Delta: |
0.65 |
| Theta: |
-0.09 |
| Omega: |
4.37 |
| Rho: |
1.66 |
Quote data
| Open: |
5.620 |
| High: |
5.990 |
| Low: |
5.620 |
| Previous Close: |
5.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.23% |
| 1 Month |
|
|
-9.66% |
| 3 Months |
|
|
+7.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.160 |
5.670 |
| 1M High / 1M Low: |
6.670 |
5.180 |
| 6M High / 6M Low: |
7.900 |
4.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.803 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.145 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.08% |
| Volatility 6M: |
|
89.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
