UBS Call 415 2FE 20.06.2025
/ CH1329477496
UBS Call 415 2FE 20.06.2025/ CH1329477496 /
11/10/2024 15:34:00 |
Chg.+0.58 |
Bid22:00:22 |
Ask22:00:22 |
Underlying |
Strike price |
Expiration date |
Option type |
5.24EUR |
+12.45% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
415.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
04/03/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.71 |
Intrinsic value: |
1.29 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
1.29 |
Time value: |
3.95 |
Break-even: |
467.40 |
Moneyness: |
1.03 |
Premium: |
0.09 |
Premium p.a.: |
0.14 |
Spread abs.: |
-0.09 |
Spread %: |
-1.69% |
Delta: |
0.63 |
Theta: |
-0.10 |
Omega: |
5.17 |
Rho: |
1.50 |
Quote data
Open: |
4.57 |
High: |
5.24 |
Low: |
4.57 |
Previous Close: |
4.66 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.36% |
1 Month |
|
|
-5.92% |
3 Months |
|
|
+28.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.24 |
4.24 |
1M High / 1M Low: |
5.85 |
4.18 |
6M High / 6M Low: |
7.11 |
2.99 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.64 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.98 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.37 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
114.33% |
Volatility 6M: |
|
114.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |