UBS Call 425 2FE 19.12.2025/  DE000UM7A4Y2  /

EUWAX
2024-07-12  10:14:58 AM Chg.-0.18 Bid10:00:13 PM Ask10:00:13 PM Underlying Strike price Expiration date Option type
4.99EUR -3.48% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 425.00 EUR 2025-12-19 Call
 

Master data

WKN: UM7A4Y
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 425.00 EUR
Maturity: 2025-12-19
Issue date: 2024-06-26
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.58
Leverage: Yes

Calculated values

Fair value: 4.46
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -2.54
Time value: 5.27
Break-even: 477.70
Moneyness: 0.94
Premium: 0.20
Premium p.a.: 0.13
Spread abs.: 0.15
Spread %: 2.93%
Delta: 0.56
Theta: -0.07
Omega: 4.22
Rho: 2.44
 

Quote data

Open: 4.99
High: 4.99
Low: 4.99
Previous Close: 5.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.40%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.17 4.92
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.02
Avg. volume 1W:   0.00
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:   -