UBS Call 395 2FE 20.06.2025
/ CH1329471150
UBS Call 395 2FE 20.06.2025/ CH1329471150 /
9/3/2024 9:57:00 AM |
Chg.+0.21 |
Bid10:00:23 PM |
Ask10:00:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.44EUR |
+2.55% |
- Bid Size: - |
- 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: |
5.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.67 |
Intrinsic value: |
5.21 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
5.21 |
Time value: |
3.02 |
Break-even: |
477.30 |
Moneyness: |
1.13 |
Premium: |
0.07 |
Premium p.a.: |
0.09 |
Spread abs.: |
-0.06 |
Spread %: |
-0.72% |
Delta: |
0.76 |
Theta: |
-0.09 |
Omega: |
4.13 |
Rho: |
2.05 |
Quote data
Open: |
8.44 |
High: |
8.44 |
Low: |
8.44 |
Previous Close: |
8.23 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.87% |
1 Month |
|
|
+85.90% |
3 Months |
|
|
+102.88% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.28 |
7.10 |
1M High / 1M Low: |
8.28 |
4.20 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.82 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.14 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |