UBS Call 395 2FE 20.06.2025
/ CH1329471150
UBS Call 395 2FE 20.06.2025/ CH1329471150 /
| 25/06/2024 14:49:41 |
Chg.- |
Bid20:39:55 |
Ask20:39:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.22EUR |
- |
4.61
Bid Size: 750 |
4.76
Ask Size: 750 |
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: |
7.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-0.05 |
| Time value: |
5.27 |
| Break-even: |
447.70 |
| Moneyness: |
1.00 |
| Premium: |
0.13 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
2.93% |
| Delta: |
0.60 |
| Theta: |
-0.08 |
| Omega: |
4.52 |
| Rho: |
1.83 |
Quote data
| Open: |
5.22 |
| High: |
5.22 |
| Low: |
5.22 |
| Previous Close: |
4.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.78% |
| 1 Month |
|
|
+10.59% |
| 3 Months |
|
|
-18.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.22 |
4.66 |
| 1M High / 1M Low: |
5.22 |
4.16 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
