UBS Call 385 2FE 20.06.2025
/ CH1322930962
UBS Call 385 2FE 20.06.2025/ CH1322930962 /
| 04/09/2024 09:59:31 |
Chg.-0.70 |
Bid13:34:25 |
Ask13:34:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.39EUR |
-7.70% |
8.42
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: |
8.39 |
| High: |
8.39 |
| Low: |
8.39 |
| Previous Close: |
9.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.84% |
| 1 Month |
|
|
+64.19% |
| 3 Months |
|
|
+81.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.09 |
8.32 |
| 1M High / 1M Low: |
9.09 |
4.81 |
| 6M High / 6M Low: |
9.09 |
4.27 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.00% |
| Volatility 6M: |
|
97.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
