UBS Call 375 2FE 19.12.2025
/ DE000UM50YC9
UBS Call 375 2FE 19.12.2025/ DE000UM50YC9 /
9/4/2024 12:39:54 PM |
Chg.+0.040 |
Bid12:39:54 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
10.540EUR |
+0.38% |
10.540 Bid Size: 2,000 |
- 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: |
4.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.73 |
Intrinsic value: |
6.50 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
6.50 |
Time value: |
4.00 |
Break-even: |
480.00 |
Moneyness: |
1.17 |
Premium: |
0.09 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.78 |
Theta: |
-0.07 |
Omega: |
3.27 |
Rho: |
3.07 |
Quote data
Open: |
10.330 |
High: |
10.590 |
Low: |
10.280 |
Previous Close: |
10.500 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.03% |
1 Month |
|
|
+42.43% |
3 Months |
|
|
+61.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
11.150 |
10.330 |
1M High / 1M Low: |
11.150 |
6.680 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.758 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.819 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |