UBS Call 380 2FE 20.06.2025/  CH1322930954  /

EUWAX
05/07/2024  09:15:52 Chg.+0.09 Bid22:00:15 Ask22:00:15 Underlying Strike price Expiration date Option type
5.67EUR +1.61% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 380.00 EUR 20/06/2025 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: 20/06/2025
Issue date: 08/02/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.98
Leverage: Yes

Calculated values

Fair value: 4.65
Intrinsic value: 0.72
Implied volatility: 0.31
Historic volatility: 0.24
Parity: 0.72
Time value: 4.83
Break-even: 435.50
Moneyness: 1.02
Premium: 0.12
Premium p.a.: 0.13
Spread abs.: 0.15
Spread %: 2.78%
Delta: 0.63
Theta: -0.08
Omega: 4.39
Rho: 1.80
 

Quote data

Open: 5.67
High: 5.67
Low: 5.67
Previous Close: 5.58
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.10%
1 Month     0.00%
3 Months  
+1.80%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.67 4.99
1M High / 1M Low: 5.93 4.99
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.35
Avg. volume 1W:   0.00
Avg. price 1M:   5.44
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -