UBS Call 395 2FE 20.06.2025
/ CH1329471150
UBS Call 395 2FE 20.06.2025/ CH1329471150 /
| 8/9/2024 7:30:44 PM |
Chg.+0.130 |
Bid7:59:33 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.490EUR |
+2.98% |
4.410
Bid Size: 750 |
-
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: |
8.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
-1.04 |
| Time value: |
4.40 |
| Break-even: |
439.00 |
| Moneyness: |
0.97 |
| Premium: |
0.14 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
0.92% |
| Delta: |
0.56 |
| Theta: |
-0.09 |
| Omega: |
4.91 |
| Rho: |
1.48 |
Quote data
| Open: |
4.380 |
| High: |
4.640 |
| Low: |
4.380 |
| Previous Close: |
4.360 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.37% |
| 1 Month |
|
|
-10.02% |
| 3 Months |
|
|
+8.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.820 |
4.360 |
| 1M High / 1M Low: |
5.220 |
3.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.534 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
