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: |
|
- |