UBS Call 400 2FE 19.12.2025
/ DE000UM6BG03
UBS Call 400 2FE 19.12.2025/ DE000UM6BG03 /
2024-08-14 12:25:21 PM |
Chg.+0.240 |
Bid7:01:06 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.110EUR |
+4.09% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
400.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
UM6BG0 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-05-28 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.60 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.25 |
Parity: |
-1.42 |
Time value: |
5.89 |
Break-even: |
458.90 |
Moneyness: |
0.96 |
Premium: |
0.19 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.59 |
Theta: |
-0.07 |
Omega: |
3.85 |
Rho: |
2.26 |
Quote data
Open: |
6.110 |
High: |
6.110 |
Low: |
6.110 |
Previous Close: |
5.870 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.82% |
1 Month |
|
|
-3.63% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.870 |
5.540 |
1M High / 1M Low: |
6.000 |
4.910 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.704 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.485 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.26% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |