UBS Call 420 2FE 19.09.2025
/ DE000UM76DD6
UBS Call 420 2FE 19.09.2025/ DE000UM76DD6 /
| 2024-07-29 9:22:17 AM |
Chg.+0.060 |
Bid9:22:17 AM |
Ask9:22:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.750EUR |
+1.63% |
3.750
Bid Size: 2,500 |
3.800
Ask Size: 2,500 |
FERRARI N.V. |
420.00 EUR |
2025-09-19 |
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: |
2025-09-19 |
| Issue date: |
2024-07-19 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-4.25 |
| Time value: |
3.84 |
| Break-even: |
458.40 |
| Moneyness: |
0.90 |
| Premium: |
0.21 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.15 |
| Spread %: |
4.07% |
| Delta: |
0.48 |
| Theta: |
-0.07 |
| Omega: |
4.76 |
| Rho: |
1.66 |
Quote data
| Open: |
3.690 |
| High: |
3.760 |
| Low: |
3.630 |
| Previous Close: |
3.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.29% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.180 |
3.410 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
