UBS Call 405 2FE 19.12.2025
/ DE000UM55G24
UBS Call 405 2FE 19.12.2025/ DE000UM55G24 /
03/09/2024 21:50:04 |
Chg.-0.490 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.610EUR |
-5.38% |
- Bid Size: - |
- Ask Size: - |
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: |
4.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.33 |
Intrinsic value: |
4.21 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
4.21 |
Time value: |
4.84 |
Break-even: |
495.50 |
Moneyness: |
1.10 |
Premium: |
0.11 |
Premium p.a.: |
0.08 |
Spread abs.: |
-0.05 |
Spread %: |
-0.55% |
Delta: |
0.73 |
Theta: |
-0.08 |
Omega: |
3.59 |
Rho: |
3.03 |
Quote data
Open: |
9.090 |
High: |
9.360 |
Low: |
8.580 |
Previous Close: |
9.100 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.87% |
1 Month |
|
|
+47.18% |
3 Months |
|
|
+71.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.190 |
8.370 |
1M High / 1M Low: |
9.190 |
5.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.790 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.043 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |