UBS Call 405 2FE 20.06.2025
/ CH1329471176
UBS Call 405 2FE 20.06.2025/ CH1329471176 /
| 09/08/2024 09:52:31 |
Chg.+0.19 |
Bid22:00:14 |
Ask22:00:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.96EUR |
+5.04% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
405.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
UM2840 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
-2.04 |
| Time value: |
3.96 |
| Break-even: |
444.60 |
| Moneyness: |
0.95 |
| Premium: |
0.16 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
1.02% |
| Delta: |
0.53 |
| Theta: |
-0.08 |
| Omega: |
5.12 |
| Rho: |
1.40 |
Quote data
| Open: |
3.96 |
| High: |
3.96 |
| Low: |
3.96 |
| Previous Close: |
3.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
-16.46% |
| 3 Months |
|
|
+3.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.03 |
3.77 |
| 1M High / 1M Low: |
4.74 |
3.38 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
