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: |
|
- |