UBS Call 375 2FE 20.06.2025
/ CH1322930947
UBS Call 375 2FE 20.06.2025/ CH1322930947 /
| 2024-11-12 7:33:21 PM |
Chg.-1.010 |
Bid7:59:30 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.240EUR |
-13.93% |
6.210
Bid Size: 750 |
-
Ask Size: - |
FERRARI N.V. |
375.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
UM2L07 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.88 |
| Intrinsic value: |
5.10 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
5.10 |
| Time value: |
2.25 |
| Break-even: |
448.50 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.26 |
| Spread %: |
3.67% |
| Delta: |
0.77 |
| Theta: |
-0.09 |
| Omega: |
4.45 |
| Rho: |
1.53 |
Quote data
| Open: |
6.860 |
| High: |
6.880 |
| Low: |
6.200 |
| Previous Close: |
7.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.85% |
| 1 Month |
|
|
-19.90% |
| 3 Months |
|
|
+12.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.250 |
5.840 |
| 1M High / 1M Low: |
9.800 |
5.840 |
| 6M High / 6M Low: |
9.800 |
4.870 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.469 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.815 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
139.35% |
| Volatility 6M: |
|
103.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
