UBS Call 435 2FE 19.12.2025
/ DE000UM7EAF5
UBS Call 435 2FE 19.12.2025/ DE000UM7EAF5 /
08/10/2024 14:20:17 |
Chg.+0.400 |
Bid14:20:17 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.320EUR |
+8.13% |
5.320 Bid Size: 2,500 |
- Ask Size: - |
FERRARI N.V. |
435.00 EUR |
19/12/2025 |
Call |
Master data
WKN: |
UM7EAF |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
435.00 EUR |
Maturity: |
19/12/2025 |
Issue date: |
26/06/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
-2.60 |
Time value: |
4.81 |
Break-even: |
483.10 |
Moneyness: |
0.94 |
Premium: |
0.18 |
Premium p.a.: |
0.15 |
Spread abs.: |
-0.11 |
Spread %: |
-2.24% |
Delta: |
0.54 |
Theta: |
-0.07 |
Omega: |
4.56 |
Rho: |
2.05 |
Quote data
Open: |
4.890 |
High: |
5.360 |
Low: |
4.750 |
Previous Close: |
4.920 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.91% |
1 Month |
|
|
-8.90% |
3 Months |
|
|
+18.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.180 |
4.850 |
1M High / 1M Low: |
6.270 |
4.850 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.994 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.583 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |