UBS Call 420 2FE 19.09.2025
/ DE000UM76DD6
UBS Call 420 2FE 19.09.2025/ DE000UM76DD6 /
9/2/2024 11:04:17 AM |
Chg.-0.230 |
Bid11:04:17 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.330EUR |
-3.04% |
7.330 Bid Size: 2,000 |
- Ask Size: - |
FERRARI N.V. |
420.00 EUR |
9/19/2025 |
Call |
Master data
WKN: |
UM76DD |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 EUR |
Maturity: |
9/19/2025 |
Issue date: |
7/19/2024 |
Last trading day: |
9/18/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.69 |
Intrinsic value: |
2.56 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
2.56 |
Time value: |
4.94 |
Break-even: |
495.00 |
Moneyness: |
1.06 |
Premium: |
0.11 |
Premium p.a.: |
0.11 |
Spread abs.: |
-0.06 |
Spread %: |
-0.79% |
Delta: |
0.68 |
Theta: |
-0.09 |
Omega: |
4.04 |
Rho: |
2.39 |
Quote data
Open: |
7.590 |
High: |
7.620 |
Low: |
7.320 |
Previous Close: |
7.560 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+15.98% |
1 Month |
|
|
+62.89% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.560 |
6.320 |
1M High / 1M Low: |
7.560 |
3.980 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.946 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.438 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |