UBS Call 405 2FE 19.12.2025
/ DE000UM55G24
UBS Call 405 2FE 19.12.2025/ DE000UM55G24 /
10/7/2024 9:54:42 PM |
Chg.+0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.330EUR |
+0.32% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
405.00 EUR |
12/19/2025 |
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: |
12/19/2025 |
Issue date: |
5/28/2024 |
Last trading day: |
12/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.40 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.31 |
Historic volatility: |
0.25 |
Parity: |
0.30 |
Time value: |
6.01 |
Break-even: |
468.10 |
Moneyness: |
1.01 |
Premium: |
0.15 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.62 |
Theta: |
-0.08 |
Omega: |
4.01 |
Rho: |
2.28 |
Quote data
Open: |
6.280 |
High: |
6.470 |
Low: |
6.170 |
Previous Close: |
6.310 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.51% |
1 Month |
|
|
-14.57% |
3 Months |
|
|
+8.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.640 |
6.240 |
1M High / 1M Low: |
7.870 |
6.240 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.416 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.098 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |