UBS Call 395 2FE 20.06.2025
/ CH1329471150
UBS Call 395 2FE 20.06.2025/ CH1329471150 /
18/10/2024 15:52:37 |
Chg.-0.160 |
Bid16:32:22 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.630EUR |
-2.05% |
7.710 Bid Size: 2,000 |
- Ask Size: - |
FERRARI N.V. |
395.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
UM2XRL |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
395.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
04/03/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.08 |
Intrinsic value: |
4.94 |
Implied volatility: |
0.31 |
Historic volatility: |
0.25 |
Parity: |
4.94 |
Time value: |
2.76 |
Break-even: |
472.00 |
Moneyness: |
1.13 |
Premium: |
0.06 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.75 |
Theta: |
-0.10 |
Omega: |
4.33 |
Rho: |
1.72 |
Quote data
Open: |
7.860 |
High: |
7.900 |
Low: |
7.610 |
Previous Close: |
7.790 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.29% |
1 Month |
|
|
+36.01% |
3 Months |
|
|
+70.31% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.790 |
6.450 |
1M High / 1M Low: |
7.790 |
5.250 |
6M High / 6M Low: |
8.310 |
3.910 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.098 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.280 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.418 |
Avg. volume 6M: |
|
5.787 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.51% |
Volatility 6M: |
|
105.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |