UBS Call 370 2FE 20.06.2025
/ CH1322930939
UBS Call 370 2FE 20.06.2025/ CH1322930939 /
| 2024-11-08 9:39:38 AM |
Chg.+0.26 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.90EUR |
+3.92% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
370.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.59 |
| Intrinsic value: |
4.76 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
4.76 |
| Time value: |
2.14 |
| Break-even: |
439.00 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
-0.53 |
| Spread %: |
-7.13% |
| Delta: |
0.77 |
| Theta: |
-0.09 |
| Omega: |
4.64 |
| Rho: |
1.54 |
Quote data
| Open: |
6.90 |
| High: |
6.90 |
| Low: |
6.90 |
| Previous Close: |
6.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.92% |
| 1 Month |
|
|
-9.33% |
| 3 Months |
|
|
+20.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.31 |
6.55 |
| 1M High / 1M Low: |
10.38 |
6.55 |
| 6M High / 6M Low: |
10.38 |
5.02 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.88 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.09% |
| Volatility 6M: |
|
92.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
