UBS Call 400 2FE 20.06.2025
/ CH1329471168
UBS Call 400 2FE 20.06.2025/ CH1329471168 /
| 05/07/2024 19:27:47 |
Chg.-0.410 |
Bid19:59:26 |
Ask19:59:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.250EUR |
-8.80% |
4.220
Bid Size: 750 |
4.370
Ask Size: 750 |
FERRARI N.V. |
400.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
UM2Y3L |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-0.65 |
| Time value: |
4.78 |
| Break-even: |
447.80 |
| Moneyness: |
0.98 |
| Premium: |
0.14 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.15 |
| Spread %: |
3.24% |
| Delta: |
0.58 |
| Theta: |
-0.08 |
| Omega: |
4.79 |
| Rho: |
1.74 |
Quote data
| Open: |
4.650 |
| High: |
4.750 |
| Low: |
4.250 |
| Previous Close: |
4.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.25% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
-14.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.660 |
4.060 |
| 1M High / 1M Low: |
4.910 |
3.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
