UBS Call 390 2FE 19.12.2025
/ DE000UM57M81
UBS Call 390 2FE 19.12.2025/ DE000UM57M81 /
| 2024-09-03 7:38:55 PM |
Chg.-0.330 |
Bid7:59:32 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.740EUR |
-3.28% |
9.640
Bid Size: 500 |
-
Ask Size: - |
FERRARI N.V. |
390.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
UM57M8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.28 |
| Intrinsic value: |
5.71 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
5.71 |
| Time value: |
4.28 |
| Break-even: |
489.90 |
| Moneyness: |
1.15 |
| Premium: |
0.10 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
-0.06 |
| Spread %: |
-0.60% |
| Delta: |
0.76 |
| Theta: |
-0.07 |
| Omega: |
3.41 |
| Rho: |
3.11 |
Quote data
| Open: |
10.110 |
| High: |
10.260 |
| Low: |
9.740 |
| Previous Close: |
10.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.53% |
| 1 Month |
|
|
+48.70% |
| 3 Months |
|
|
+72.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.070 |
9.410 |
| 1M High / 1M Low: |
10.070 |
5.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.910 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
