UBS Call 405 2FE 19.12.2025
/ DE000UM55G24
UBS Call 405 2FE 19.12.2025/ DE000UM55G24 /
| 9/3/2024 10:08:12 AM |
Chg.- |
Bid10:00:23 PM |
Ask10:00:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.32EUR |
- |
-
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: |
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: |
9.32 |
| High: |
9.32 |
| Low: |
9.32 |
| Previous Close: |
9.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.69% |
| 1 Month |
|
|
+70.70% |
| 3 Months |
|
|
+83.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.32 |
8.42 |
| 1M High / 1M Low: |
9.32 |
5.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
