UBS Call 395 2FE 19.12.2025
/ DE000UM6DLU5
UBS Call 395 2FE 19.12.2025/ DE000UM6DLU5 /
| 2024-09-04 5:41:55 PM |
Chg.-0.330 |
Bid5:50:04 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.110EUR |
-3.50% |
9.130
Bid Size: 1,000 |
-
Ask Size: - |
FERRARI N.V. |
395.00 EUR |
2025-12-19 |
Call |
Master data
| WKN: |
UM6DLU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
395.00 EUR |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.41 |
| Intrinsic value: |
4.50 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.25 |
| Parity: |
4.50 |
| Time value: |
5.44 |
| Break-even: |
494.40 |
| Moneyness: |
1.11 |
| Premium: |
0.12 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.73 |
| Spread %: |
7.93% |
| Delta: |
0.72 |
| Theta: |
-0.08 |
| Omega: |
3.20 |
| Rho: |
2.82 |
Quote data
| Open: |
9.110 |
| High: |
9.210 |
| Low: |
8.960 |
| Previous Close: |
9.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+44.83% |
| 3 Months |
|
|
+61.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.750 |
9.110 |
| 1M High / 1M Low: |
9.750 |
5.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.532 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.704 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
