UBS Call 395 2FE 20.06.2025
/ CH1329471150
UBS Call 395 2FE 20.06.2025/ CH1329471150 /
7/16/2024 1:03:55 PM |
Chg.-0.240 |
Bid1:40:08 PM |
Ask1:40:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.610EUR |
-4.95% |
4.670 Bid Size: 2,500 |
4.720 Ask Size: 2,500 |
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: |
8.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.35 |
Intrinsic value: |
0.04 |
Implied volatility: |
0.28 |
Historic volatility: |
0.24 |
Parity: |
0.04 |
Time value: |
4.88 |
Break-even: |
444.20 |
Moneyness: |
1.00 |
Premium: |
0.12 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.15 |
Spread %: |
3.14% |
Delta: |
0.60 |
Theta: |
-0.08 |
Omega: |
4.85 |
Rho: |
1.76 |
Quote data
Open: |
4.370 |
High: |
4.710 |
Low: |
4.370 |
Previous Close: |
4.850 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-9.25% |
1 Month |
|
|
+6.96% |
3 Months |
|
|
-12.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.330 |
4.850 |
1M High / 1M Low: |
5.330 |
4.120 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.094 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.745 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |