UBS Call 400 2FE 19.12.2025
/ DE000UM6BG03
UBS Call 400 2FE 19.12.2025/ DE000UM6BG03 /
14/08/2024 19:01:07 |
Chg.+0.910 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.800EUR |
+15.45% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
400.00 EUR |
19/12/2025 |
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: |
19/12/2025 |
Issue date: |
28/05/2024 |
Last trading day: |
18/12/2025 |
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: |
5.920 |
High: |
6.800 |
Low: |
5.880 |
Previous Close: |
5.890 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+23.86% |
1 Month |
|
|
+8.11% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.890 |
5.490 |
1M High / 1M Low: |
6.090 |
4.830 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.638 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.507 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |