UBS Call 380 2FE 20.06.2025
/ CH1322930954
UBS Call 380 2FE 20.06.2025/ CH1322930954 /
| 2024-06-27 11:52:37 AM |
Chg.-0.55 |
Bid1:20:37 PM |
Ask1:20:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.38EUR |
-9.27% |
5.18
Bid Size: 2,500 |
5.23
Ask Size: 2,500 |
FERRARI N.V. |
380.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.96 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
1.09 |
| Time value: |
5.01 |
| Break-even: |
441.00 |
| Moneyness: |
1.03 |
| Premium: |
0.13 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.15 |
| Spread %: |
2.52% |
| Delta: |
0.64 |
| Theta: |
-0.08 |
| Omega: |
4.11 |
| Rho: |
1.86 |
Quote data
| Open: |
5.38 |
| High: |
5.38 |
| Low: |
5.38 |
| Previous Close: |
5.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.94% |
| 1 Month |
|
|
-3.93% |
| 3 Months |
|
|
-26.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.93 |
5.33 |
| 1M High / 1M Low: |
5.93 |
4.87 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
