UBS Call 370 2FE 20.06.2025
/ CH1322930939
UBS Call 370 2FE 20.06.2025/ CH1322930939 /
03/09/2024 19:30:59 |
Chg.-0.340 |
Bid19:59:32 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
9.800EUR |
-3.35% |
- Bid Size: - |
- 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: |
4.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.52 |
Intrinsic value: |
7.71 |
Implied volatility: |
0.31 |
Historic volatility: |
0.25 |
Parity: |
7.71 |
Time value: |
2.38 |
Break-even: |
470.90 |
Moneyness: |
1.21 |
Premium: |
0.05 |
Premium p.a.: |
0.07 |
Spread abs.: |
-0.03 |
Spread %: |
-0.30% |
Delta: |
0.82 |
Theta: |
-0.08 |
Omega: |
3.65 |
Rho: |
2.12 |
Quote data
Open: |
10.260 |
High: |
10.360 |
Low: |
9.800 |
Previous Close: |
10.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.92% |
1 Month |
|
|
+55.06% |
3 Months |
|
|
+76.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.140 |
9.430 |
1M High / 1M Low: |
10.140 |
5.670 |
6M High / 6M Low: |
10.140 |
5.180 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.892 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.875 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.524 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.35% |
Volatility 6M: |
|
90.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |