UBS Call 385 2FE 20.06.2025
/ CH1322930962
UBS Call 385 2FE 20.06.2025/ CH1322930962 /
04/09/2024 15:54:39 |
Chg.-0.230 |
Bid15:54:39 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.250EUR |
-2.71% |
8.250 Bid Size: 2,000 |
- Ask Size: - |
FERRARI N.V. |
385.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
UM2THN |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
385.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.80 |
Intrinsic value: |
5.50 |
Implied volatility: |
0.36 |
Historic volatility: |
0.25 |
Parity: |
5.50 |
Time value: |
3.59 |
Break-even: |
475.90 |
Moneyness: |
1.14 |
Premium: |
0.08 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.63 |
Spread %: |
7.45% |
Delta: |
0.75 |
Theta: |
-0.10 |
Omega: |
3.62 |
Rho: |
1.89 |
Quote data
Open: |
8.300 |
High: |
8.550 |
Low: |
8.110 |
Previous Close: |
8.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.48% |
1 Month |
|
|
+50.27% |
3 Months |
|
|
+75.53% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.110 |
8.290 |
1M High / 1M Low: |
9.110 |
4.790 |
6M High / 6M Low: |
9.110 |
4.190 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.720 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.835 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.655 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.16% |
Volatility 6M: |
|
101.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |