UBS Call 390 2FE 20.06.2025
/ CH1322930970
UBS Call 390 2FE 20.06.2025/ CH1322930970 /
| 7/31/2024 8:38:55 AM |
Chg.+0.030 |
Bid8:38:55 AM |
Ask8:38:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.250EUR |
+0.71% |
4.250
Bid Size: 750 |
4.400
Ask Size: 750 |
FERRARI N.V. |
390.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UM2N3K |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-1.27 |
| Time value: |
4.26 |
| Break-even: |
432.60 |
| Moneyness: |
0.97 |
| Premium: |
0.15 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
1.19% |
| Delta: |
0.56 |
| Theta: |
-0.08 |
| Omega: |
4.92 |
| Rho: |
1.49 |
Quote data
| Open: |
4.230 |
| High: |
4.280 |
| Low: |
4.230 |
| Previous Close: |
4.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.39% |
| 1 Month |
|
|
-3.41% |
| 3 Months |
|
|
-23.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.310 |
3.960 |
| 1M High / 1M Low: |
5.590 |
3.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.787 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
