UBS Call 435 2FE 20.06.2025
/ DE000UM33E31
UBS Call 435 2FE 20.06.2025/ DE000UM33E31 /
| 2024-09-02 10:01:24 AM |
Chg.-0.16 |
Bid12:29:08 PM |
Ask12:29:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.72EUR |
-2.72% |
5.66
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
435.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
UM33E3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
435.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.11 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
1.06 |
| Time value: |
4.82 |
| Break-even: |
493.80 |
| Moneyness: |
1.02 |
| Premium: |
0.11 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
0.63 |
| Theta: |
-0.10 |
| Omega: |
4.77 |
| Rho: |
1.77 |
Quote data
| Open: |
5.72 |
| High: |
5.72 |
| Low: |
5.72 |
| Previous Close: |
5.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.56% |
| 1 Month |
|
|
+97.92% |
| 3 Months |
|
|
+105.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.88 |
4.85 |
| 1M High / 1M Low: |
5.88 |
2.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
