UBS Call 420 2FE 20.06.2025
/ CH1329477504
UBS Call 420 2FE 20.06.2025/ CH1329477504 /
| 7/5/2024 3:08:30 PM |
Chg.+0.010 |
Bid3:08:30 PM |
Ask3:08:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.720EUR |
+0.27% |
3.720
Bid Size: 2,500 |
3.770
Ask Size: 2,500 |
FERRARI N.V. |
420.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UM2XRS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
3/4/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.24 |
| Parity: |
-2.65 |
| Time value: |
3.86 |
| Break-even: |
458.60 |
| Moneyness: |
0.94 |
| Premium: |
0.17 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
4.04% |
| Delta: |
0.51 |
| Theta: |
-0.08 |
| Omega: |
5.22 |
| Rho: |
1.56 |
Quote data
| Open: |
3.720 |
| High: |
3.880 |
| Low: |
3.630 |
| Previous Close: |
3.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+1.09% |
| 3 Months |
|
|
-7.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.710 |
3.100 |
| 1M High / 1M Low: |
4.000 |
3.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.517 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
