UBS Call 440 2FE 20.06.2025/  DE000UM32B01  /

EUWAX
11/8/2024  10:29:16 AM Chg.+0.13 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
2.99EUR +4.55% -
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: 12.81
Leverage: Yes

Calculated values

Fair value: 2.76
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.26
Parity: -2.24
Time value: 3.26
Break-even: 472.60
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.22
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.49
Theta: -0.10
Omega: 6.27
Rho: 1.05
 

Quote data

Open: 2.99
High: 2.99
Low: 2.99
Previous Close: 2.86
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.71%
1 Month
  -14.81%
3 Months  
+10.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.58 2.85
1M High / 1M Low: 5.54 2.85
6M High / 6M Low: 5.69 2.14
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.32
Avg. volume 1W:   0.00
Avg. price 1M:   4.46
Avg. volume 1M:   0.00
Avg. price 6M:   3.49
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   164.33%
Volatility 6M:   123.33%
Volatility 1Y:   -
Volatility 3Y:   -