UBS Call 405 2FE 19.12.2025
/ DE000UM55G24
UBS Call 405 2FE 19.12.2025/ DE000UM55G24 /
| 29/07/2024 16:36:11 |
Chg.-0.270 |
Bid17:11:14 |
Ask17:11:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.680EUR |
-5.45% |
4.730
Bid Size: 2,500 |
4.780
Ask Size: 2,500 |
FERRARI N.V. |
405.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
UM55G2 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
28/05/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.99 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-2.75 |
| Time value: |
5.09 |
| Break-even: |
455.90 |
| Moneyness: |
0.93 |
| Premium: |
0.21 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
3.04% |
| Delta: |
0.55 |
| Theta: |
-0.07 |
| Omega: |
4.08 |
| Rho: |
2.18 |
Quote data
| Open: |
4.960 |
| High: |
4.960 |
| Low: |
4.680 |
| Previous Close: |
4.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.36% |
| 1 Month |
|
|
-6.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.390 |
4.790 |
| 1M High / 1M Low: |
6.210 |
4.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
