UBS Call 420 2FE 19.12.2025
/ DE000UM57LW9
UBS Call 420 2FE 19.12.2025/ DE000UM57LW9 /
2024-09-03 9:50:03 PM |
Chg.-0.480 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.730EUR |
-5.85% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
420.00 EUR |
2025-12-19 |
Call |
Master data
WKN: |
UM57LW |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
420.00 EUR |
Maturity: |
2025-12-19 |
Issue date: |
2024-05-28 |
Last trading day: |
2025-12-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.44 |
Intrinsic value: |
2.71 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
2.71 |
Time value: |
5.45 |
Break-even: |
501.60 |
Moneyness: |
1.06 |
Premium: |
0.12 |
Premium p.a.: |
0.09 |
Spread abs.: |
-0.05 |
Spread %: |
-0.61% |
Delta: |
0.69 |
Theta: |
-0.08 |
Omega: |
3.78 |
Rho: |
2.93 |
Quote data
Open: |
8.200 |
High: |
8.460 |
Low: |
7.720 |
Previous Close: |
8.210 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.84% |
1 Month |
|
|
+49.81% |
3 Months |
|
|
+72.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.300 |
7.590 |
1M High / 1M Low: |
8.300 |
4.640 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.956 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.352 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |