UBS Call 420 2FE 19.12.2025
/ DE000UM57LW9
UBS Call 420 2FE 19.12.2025/ DE000UM57LW9 /
| 2024-07-29 10:03:36 AM |
Chg.-0.18 |
Bid12:40:15 PM |
Ask12:40:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.17EUR |
-4.14% |
4.21
Bid Size: 2,500 |
4.26
Ask Size: 2,500 |
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: |
8.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-4.25 |
| Time value: |
4.47 |
| Break-even: |
464.70 |
| Moneyness: |
0.90 |
| Premium: |
0.23 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
3.47% |
| Delta: |
0.51 |
| Theta: |
-0.07 |
| Omega: |
4.29 |
| Rho: |
2.05 |
Quote data
| Open: |
4.17 |
| High: |
4.17 |
| Low: |
4.17 |
| Previous Close: |
4.35 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.55% |
| 1 Month |
|
|
-10.71% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.71 |
4.15 |
| 1M High / 1M Low: |
5.40 |
4.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
