UBS Call 380 2FE 20.06.2025
/ CH1322930954
UBS Call 380 2FE 20.06.2025/ CH1322930954 /
9/2/2024 9:18:19 AM |
Chg.+0.07 |
Bid6:28:18 PM |
Ask6:28:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.34EUR |
+0.76% |
9.39 Bid Size: 1,000 |
- Ask Size: - |
FERRARI N.V. |
380.00 EUR |
6/20/2025 |
Call |
Master data
WKN: |
UM2RBH |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
2/8/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.64 |
Intrinsic value: |
6.56 |
Implied volatility: |
0.31 |
Historic volatility: |
0.25 |
Parity: |
6.56 |
Time value: |
2.71 |
Break-even: |
472.70 |
Moneyness: |
1.17 |
Premium: |
0.06 |
Premium p.a.: |
0.08 |
Spread abs.: |
-0.21 |
Spread %: |
-2.22% |
Delta: |
0.79 |
Theta: |
-0.09 |
Omega: |
3.82 |
Rho: |
2.08 |
Quote data
Open: |
9.34 |
High: |
9.34 |
Low: |
9.34 |
Previous Close: |
9.27 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.94% |
1 Month |
|
|
+73.61% |
3 Months |
|
|
+86.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.27 |
8.18 |
1M High / 1M Low: |
9.27 |
5.06 |
6M High / 6M Low: |
9.27 |
4.50 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.67 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.91 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.84% |
Volatility 6M: |
|
96.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |