UBS Call 375 2FE 19.12.2025/  DE000UM50YC9  /

Frankfurt Zert./UBS
11/8/2024  6:18:34 PM Chg.+0.380 Bid7:56:26 PM Ask- Underlying Strike price Expiration date Option type
8.510EUR +4.67% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 375.00 EUR 12/19/2025 Call
 

Master data

WKN: UM50YC
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 375.00 EUR
Maturity: 12/19/2025
Issue date: 5/28/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.91
Leverage: Yes

Calculated values

Fair value: 7.54
Intrinsic value: 4.26
Implied volatility: 0.32
Historic volatility: 0.26
Parity: 4.26
Time value: 4.24
Break-even: 460.00
Moneyness: 1.11
Premium: 0.10
Premium p.a.: 0.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.72
Theta: -0.08
Omega: 3.54
Rho: 2.40
 

Quote data

Open: 8.060
High: 8.510
Low: 7.860
Previous Close: 8.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.08%
1 Month  
+0.24%
3 Months  
+23.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.050 7.620
1M High / 1M Low: 11.110 7.620
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   8.830
Avg. volume 1W:   0.000
Avg. price 1M:   9.906
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -