UBS Call 440 2FE 20.06.2025
/ DE000UM32B01
UBS Call 440 2FE 20.06.2025/ DE000UM32B01 /
8/30/2024 9:54:18 PM |
Chg.+0.320 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.590EUR |
+6.07% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
440.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
Issue date: |
3/26/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.89 |
Intrinsic value: |
0.56 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
0.56 |
Time value: |
5.03 |
Break-even: |
495.90 |
Moneyness: |
1.01 |
Premium: |
0.11 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.61 |
Theta: |
-0.10 |
Omega: |
4.89 |
Rho: |
1.75 |
Quote data
Open: |
5.300 |
High: |
5.630 |
Low: |
5.240 |
Previous Close: |
5.270 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.47% |
1 Month |
|
|
+107.04% |
3 Months |
|
|
+108.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.590 |
4.480 |
1M High / 1M Low: |
5.590 |
2.580 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.723 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
129.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |