UBS Call 395 2FE 20.06.2025
/ CH1329471150
UBS Call 395 2FE 20.06.2025/ CH1329471150 /
| 2024-08-30 7:09:52 PM |
Chg.+0.170 |
Bid7:09:52 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.180EUR |
+2.12% |
8.180
Bid Size: 1,000 |
-
Ask Size: - |
FERRARI N.V. |
395.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.69 |
| Intrinsic value: |
5.17 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
5.17 |
| Time value: |
2.70 |
| Break-even: |
473.70 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
-0.14 |
| Spread %: |
-1.75% |
| Delta: |
0.77 |
| Theta: |
-0.08 |
| Omega: |
4.40 |
| Rho: |
2.15 |
Quote data
| Open: |
8.040 |
| High: |
8.420 |
| Low: |
7.970 |
| Previous Close: |
8.010 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.61% |
| 1 Month |
|
|
+106.05% |
| 3 Months |
|
|
+89.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.010 |
7.010 |
| 1M High / 1M Low: |
8.010 |
3.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.470 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.649 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
