UBS Call 375 2FE 19.09.2025
/ DE000UM8EJG2
UBS Call 375 2FE 19.09.2025/ DE000UM8EJG2 /
| 9/4/2024 10:10:36 AM |
Chg.-0.140 |
Bid10:10:36 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.740EUR |
-1.42% |
9.740
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
375.00 EUR |
9/19/2025 |
Call |
Master data
| WKN: |
UM8EJG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 EUR |
| Maturity: |
9/19/2025 |
| Issue date: |
7/19/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.15 |
| Intrinsic value: |
6.50 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
6.50 |
| Time value: |
4.11 |
| Break-even: |
481.10 |
| Moneyness: |
1.17 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.75 |
| Spread %: |
7.61% |
| Delta: |
0.76 |
| Theta: |
-0.09 |
| Omega: |
3.17 |
| Rho: |
2.39 |
Quote data
| Open: |
9.690 |
| High: |
9.840 |
| Low: |
9.630 |
| Previous Close: |
9.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.41% |
| 1 Month |
|
|
+44.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.520 |
9.700 |
| 1M High / 1M Low: |
10.520 |
6.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
