UBS Call 410 2FE 20.06.2025/  CH1329477488  /

UBS Investment Bank
7/5/2024  9:54:26 PM Chg.-0.250 Bid- Ask- Underlying Strike price Expiration date Option type
3.900EUR -6.02% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 410.00 EUR 6/20/2025 Call
 

Master data

WKN: UM2Y44
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 410.00 EUR
Maturity: 6/20/2025
Issue date: 3/4/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.56
Leverage: Yes

Calculated values

Fair value: 3.27
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -2.28
Time value: 4.05
Break-even: 450.50
Moneyness: 0.94
Premium: 0.16
Premium p.a.: 0.17
Spread abs.: 0.15
Spread %: 3.85%
Delta: 0.53
Theta: -0.08
Omega: 5.03
Rho: 1.56
 

Quote data

Open: 4.160
High: 4.330
Low: 3.770
Previous Close: 4.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.43%
1 Month
  -1.27%
3 Months
  -12.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.150 3.590
1M High / 1M Low: 4.450 3.500
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.886
Avg. volume 1W:   0.000
Avg. price 1M:   3.925
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   128.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -