UBS Call 405 2FE 19.09.2025/  DE000UM71VW9  /

UBS Investment Bank
11/8/2024  9:54:10 PM Chg.+0.260 Bid- Ask- Underlying Strike price Expiration date Option type
5.930EUR +4.59% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 405.00 EUR 9/19/2025 Call
 

Master data

WKN: UM71VW
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 405.00 EUR
Maturity: 9/19/2025
Issue date: 7/19/2024
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.04
Leverage: Yes

Calculated values

Fair value: 5.15
Intrinsic value: 1.26
Implied volatility: 0.31
Historic volatility: 0.26
Parity: 1.26
Time value: 4.67
Break-even: 464.30
Moneyness: 1.03
Premium: 0.11
Premium p.a.: 0.13
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.63
Theta: -0.09
Omega: 4.46
Rho: 1.77
 

Quote data

Open: 5.600
High: 5.980
Low: 5.320
Previous Close: 5.670
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.93%
1 Month  
+1.19%
3 Months  
+27.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.410 4.860
1M High / 1M Low: 8.400 4.860
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.822
Avg. volume 1W:   0.000
Avg. price 1M:   7.157
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -