UBS Call 395 2FE 20.06.2025
/ CH1329471150
UBS Call 395 2FE 20.06.2025/ CH1329471150 /
13/09/2024 19:32:27 |
Chg.-0.110 |
Bid19:59:37 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.610EUR |
-1.64% |
6.530 Bid Size: 750 |
- 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: |
6.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.93 |
Intrinsic value: |
3.05 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
3.05 |
Time value: |
3.73 |
Break-even: |
462.80 |
Moneyness: |
1.08 |
Premium: |
0.09 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.32 |
Spread %: |
4.95% |
Delta: |
0.69 |
Theta: |
-0.10 |
Omega: |
4.34 |
Rho: |
1.73 |
Quote data
Open: |
6.690 |
High: |
6.800 |
Low: |
6.590 |
Previous Close: |
6.720 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-0.90% |
1 Month |
|
|
+33.00% |
3 Months |
|
|
+53.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.990 |
6.610 |
1M High / 1M Low: |
8.310 |
6.280 |
6M High / 6M Low: |
8.310 |
3.910 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.768 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.170 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.290 |
Avg. volume 6M: |
|
8.280 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.73% |
Volatility 6M: |
|
95.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |