UBS Call 405 2FE 20.06.2025
/ CH1329471176
UBS Call 405 2FE 20.06.2025/ CH1329471176 /
| 9/4/2024 9:41:44 AM |
Chg.-0.70 |
Bid8:37:04 PM |
Ask8:37:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.07EUR |
-9.01% |
7.07
Bid Size: 500 |
-
Ask Size: - |
FERRARI N.V. |
405.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
3/4/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.46 |
| Intrinsic value: |
3.50 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
3.50 |
| Time value: |
3.63 |
| Break-even: |
476.30 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.71 |
| Theta: |
-0.09 |
| Omega: |
4.37 |
| Rho: |
1.90 |
Quote data
| Open: |
7.07 |
| High: |
7.07 |
| Low: |
7.07 |
| Previous Close: |
7.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.43% |
| 1 Month |
|
|
+73.71% |
| 3 Months |
|
|
+87.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.77 |
6.97 |
| 1M High / 1M Low: |
7.77 |
3.77 |
| 6M High / 6M Low: |
7.77 |
3.38 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.21% |
| Volatility 6M: |
|
105.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
