UBS Call 395 2FE 20.06.2025
/ CH1329471150
UBS Call 395 2FE 20.06.2025/ CH1329471150 /
| 08/11/2024 19:37:05 |
Chg.+0.390 |
Bid19:59:01 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.760EUR |
+7.26% |
-
Bid Size: - |
-
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: |
7.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.96 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
2.26 |
| Time value: |
3.07 |
| Break-even: |
448.30 |
| Moneyness: |
1.06 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
-0.38 |
| Spread %: |
-6.66% |
| Delta: |
0.67 |
| Theta: |
-0.10 |
| Omega: |
5.26 |
| Rho: |
1.39 |
Quote data
| Open: |
5.320 |
| High: |
5.760 |
| Low: |
5.190 |
| Previous Close: |
5.370 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.95% |
| 1 Month |
|
|
-0.52% |
| 3 Months |
|
|
+28.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.270 |
4.900 |
| 1M High / 1M Low: |
8.310 |
4.900 |
| 6M High / 6M Low: |
8.310 |
3.910 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.665 |
| Avg. volume 6M: |
|
3.398 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.91% |
| Volatility 6M: |
|
107.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
