UBS Call 420 2FE 20.06.2025
/ CH1329477504
UBS Call 420 2FE 20.06.2025/ CH1329477504 /
2024-06-25 2:49:46 PM |
Chg.- |
Bid1:25:11 PM |
Ask1:25:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.01EUR |
- |
3.35 Bid Size: 2,500 |
3.40 Ask Size: 2,500 |
FERRARI N.V. |
420.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
Issue date: |
2024-03-04 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
10.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.24 |
Parity: |
-2.91 |
Time value: |
3.59 |
Break-even: |
455.90 |
Moneyness: |
0.93 |
Premium: |
0.17 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.15 |
Spread %: |
4.36% |
Delta: |
0.50 |
Theta: |
-0.07 |
Omega: |
5.45 |
Rho: |
1.57 |
Quote data
Open: |
4.01 |
High: |
4.01 |
Low: |
4.01 |
Previous Close: |
3.80 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.96% |
1 Month |
|
|
+9.86% |
3 Months |
|
|
-22.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.01 |
3.55 |
1M High / 1M Low: |
4.01 |
3.17 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.76 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.54 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.91% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |