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: |
|
- |
