UBS Call 440 2FE 20.06.2025/  DE000UM32B01  /

UBS Investment Bank
26/07/2024  21:54:56 Chg.+0.200 Bid- Ask- Underlying Strike price Expiration date Option type
2.330EUR +9.39% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 440.00 EUR 20/06/2025 Call
 

Master data

WKN: UM32B0
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 440.00 EUR
Maturity: 20/06/2025
Issue date: 26/03/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.22
Leverage: Yes

Calculated values

Fair value: 1.76
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.24
Parity: -6.25
Time value: 2.48
Break-even: 464.80
Moneyness: 0.86
Premium: 0.23
Premium p.a.: 0.26
Spread abs.: 0.15
Spread %: 6.44%
Delta: 0.39
Theta: -0.07
Omega: 5.89
Rho: 1.09
 

Quote data

Open: 2.100
High: 2.450
Low: 2.080
Previous Close: 2.130
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.28%
1 Month
  -7.54%
3 Months
  -36.86%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.740 2.130
1M High / 1M Low: 3.250 2.130
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.444
Avg. volume 1W:   0.000
Avg. price 1M:   2.701
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -