UBS Call 430 2FE 20.06.2025
/ CH1329477520
UBS Call 430 2FE 20.06.2025/ CH1329477520 /
| 17/09/2024 13:11:35 |
Chg.+0.220 |
Bid13:22:43 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.370EUR |
+5.30% |
4.330
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
430.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
UM2XS4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
430.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
04/03/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.56 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.25 |
| Parity: |
-1.25 |
| Time value: |
4.51 |
| Break-even: |
475.10 |
| Moneyness: |
0.97 |
| Premium: |
0.14 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.37 |
| Spread %: |
8.94% |
| Delta: |
0.55 |
| Theta: |
-0.10 |
| Omega: |
5.09 |
| Rho: |
1.39 |
Quote data
| Open: |
4.370 |
| High: |
4.380 |
| Low: |
4.370 |
| Previous Close: |
4.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.61% |
| 1 Month |
|
|
-1.58% |
| 3 Months |
|
|
+34.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.760 |
4.150 |
| 1M High / 1M Low: |
6.080 |
4.150 |
| 6M High / 6M Low: |
6.080 |
2.560 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.600 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.694 |
| Avg. volume 6M: |
|
.528 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.29% |
| Volatility 6M: |
|
116.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
