UBS Call 405 2FE 20.06.2025
/ CH1329471176
UBS Call 405 2FE 20.06.2025/ CH1329471176 /
| 2024-11-12 9:53:29 PM |
Chg.-0.790 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.310EUR |
-15.49% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
405.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.92 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
2.10 |
| Time value: |
3.12 |
| Break-even: |
457.20 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.12 |
| Spread %: |
2.35% |
| Delta: |
0.66 |
| Theta: |
-0.10 |
| Omega: |
5.42 |
| Rho: |
1.39 |
Quote data
| Open: |
5.020 |
| High: |
5.030 |
| Low: |
4.310 |
| Previous Close: |
5.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.42% |
| 1 Month |
|
|
-27.20% |
| 3 Months |
|
|
+8.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.100 |
4.050 |
| 1M High / 1M Low: |
7.630 |
4.050 |
| 6M High / 6M Low: |
7.720 |
3.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.698 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.383 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.065 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.10% |
| Volatility 6M: |
|
121.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
