UBS Call 430 2FE 20.06.2025
/ CH1329477520
UBS Call 430 2FE 20.06.2025/ CH1329477520 /
| 8/30/2024 9:54:30 PM |
Chg.+0.340 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.160EUR |
+5.84% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
430.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
3/4/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.42 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
1.56 |
| Time value: |
4.51 |
| Break-even: |
490.70 |
| Moneyness: |
1.04 |
| Premium: |
0.10 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
-0.09 |
| Spread %: |
-1.46% |
| Delta: |
0.65 |
| Theta: |
-0.10 |
| Omega: |
4.75 |
| Rho: |
1.83 |
Quote data
| Open: |
5.850 |
| High: |
6.190 |
| Low: |
5.790 |
| Previous Close: |
5.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.45% |
| 1 Month |
|
|
+82.25% |
| 3 Months |
|
|
+105.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.160 |
4.990 |
| 1M High / 1M Low: |
6.160 |
2.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
