UBS Call 415 2FE 20.06.2025
/ CH1329477496
UBS Call 415 2FE 20.06.2025/ CH1329477496 /
| 2024-11-08 7:39:18 PM |
Chg.+0.330 |
Bid7:56:26 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.540EUR |
+7.84% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
415.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
UM2VLM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
415.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.86 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
0.26 |
| Time value: |
3.92 |
| Break-even: |
456.80 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
-0.33 |
| Spread %: |
-7.32% |
| Delta: |
0.59 |
| Theta: |
-0.10 |
| Omega: |
5.88 |
| Rho: |
1.25 |
Quote data
| Open: |
4.160 |
| High: |
4.540 |
| Low: |
4.010 |
| Previous Close: |
4.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.21% |
| 1 Month |
|
|
-6.39% |
| 3 Months |
|
|
+25.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.000 |
3.830 |
| 1M High / 1M Low: |
6.930 |
3.830 |
| 6M High / 6M Low: |
6.990 |
3.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.734 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.573 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.71% |
| Volatility 6M: |
|
119.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
