UBS Call 395 2FE 20.06.2025
/ CH1329471150
UBS Call 395 2FE 20.06.2025/ CH1329471150 /
9/17/2024 4:26:51 PM |
Chg.-0.24 |
Bid5:16:14 PM |
Ask5:16:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.23EUR |
-3.71% |
6.16 Bid Size: 2,000 |
- Ask Size: - |
FERRARI N.V. |
395.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
Issue date: |
3/4/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.36 |
Intrinsic value: |
2.25 |
Implied volatility: |
0.34 |
Historic volatility: |
0.25 |
Parity: |
2.25 |
Time value: |
4.22 |
Break-even: |
459.70 |
Moneyness: |
1.06 |
Premium: |
0.10 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.44 |
Spread %: |
7.30% |
Delta: |
0.66 |
Theta: |
-0.10 |
Omega: |
4.29 |
Rho: |
1.61 |
Quote data
Open: |
6.23 |
High: |
6.23 |
Low: |
6.23 |
Previous Close: |
6.47 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-9.84% |
1 Month |
|
|
-2.96% |
3 Months |
|
|
+35.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.91 |
6.47 |
1M High / 1M Low: |
8.44 |
6.45 |
6M High / 6M Low: |
8.44 |
3.79 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.70 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.31 |
Avg. volume 6M: |
|
2.42 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.25% |
Volatility 6M: |
|
103.01% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |