UBS Call 380 2FE 20.06.2025
/ CH1322930954
UBS Call 380 2FE 20.06.2025/ CH1322930954 /
| 09/07/2024 09:18:36 |
Chg.+0.26 |
Bid14:21:16 |
Ask14:21:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.67EUR |
+4.81% |
5.89
Bid Size: 2,500 |
5.94
Ask Size: 2,500 |
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: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.31 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
1.72 |
| Time value: |
4.20 |
| Break-even: |
439.20 |
| Moneyness: |
1.05 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
2.60% |
| Delta: |
0.66 |
| Theta: |
-0.08 |
| Omega: |
4.45 |
| Rho: |
1.94 |
Quote data
| Open: |
5.67 |
| High: |
5.67 |
| Low: |
5.67 |
| Previous Close: |
5.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.63% |
| 1 Month |
|
|
+3.66% |
| 3 Months |
|
|
-5.18% |
| 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: |
|
5.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
