UBS Call 390 2FE 20.06.2025
/ CH1322930970
UBS Call 390 2FE 20.06.2025/ CH1322930970 /
9/5/2024 9:27:11 AM |
Chg.-0.05 |
Bid10:17:51 AM |
Ask10:17:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
8.00EUR |
-0.62% |
7.98 Bid Size: 2,000 |
- Ask Size: - |
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: |
5.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.35 |
Intrinsic value: |
4.89 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
4.89 |
Time value: |
3.11 |
Break-even: |
470.00 |
Moneyness: |
1.13 |
Premium: |
0.07 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.75 |
Theta: |
-0.09 |
Omega: |
4.12 |
Rho: |
1.97 |
Quote data
Open: |
8.00 |
High: |
8.00 |
Low: |
8.00 |
Previous Close: |
8.05 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.03% |
1 Month |
|
|
+73.16% |
3 Months |
|
|
+72.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.73 |
8.05 |
1M High / 1M Low: |
8.73 |
4.57 |
6M High / 6M Low: |
8.73 |
4.02 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.44 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.62 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.45 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.95% |
Volatility 6M: |
|
100.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |