UBS Call 375 2FE 19.12.2025/  DE000UM50YC9  /

UBS Investment Bank
2024-07-29  9:14:11 PM Chg.-0.240 Bid9:14:11 PM Ask9:14:11 PM Underlying Strike price Expiration date Option type
6.140EUR -3.76% 6.140
Bid Size: 750
6.290
Ask Size: 750
FERRARI N.V. 375.00 EUR 2025-12-19 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: 2025-12-19
Issue date: 2024-05-28
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.78
Leverage: Yes

Calculated values

Fair value: 5.32
Intrinsic value: 0.25
Implied volatility: 0.32
Historic volatility: 0.24
Parity: 0.25
Time value: 6.28
Break-even: 440.30
Moneyness: 1.01
Premium: 0.17
Premium p.a.: 0.12
Spread abs.: 0.15
Spread %: 2.35%
Delta: 0.63
Theta: -0.07
Omega: 3.66
Rho: 2.41
 

Quote data

Open: 6.380
High: 6.440
Low: 6.040
Previous Close: 6.380
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.54%
1 Month
  -5.25%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.020 5.990
1M High / 1M Low: 7.800 5.990
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.540
Avg. volume 1W:   0.000
Avg. price 1M:   6.971
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -