UBS Call 440 2FE 20.06.2025
/ DE000UM32B01
UBS Call 440 2FE 20.06.2025/ DE000UM32B01 /
9/5/2024 10:13:43 AM |
Chg.-0.06 |
Bid9:26:10 PM |
Ask9:26:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.99EUR |
-1.19% |
4.42 Bid Size: 750 |
- 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: |
8.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
-0.11 |
Time value: |
4.97 |
Break-even: |
489.70 |
Moneyness: |
1.00 |
Premium: |
0.12 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.59 |
Theta: |
-0.10 |
Omega: |
5.21 |
Rho: |
1.65 |
Quote data
Open: |
4.99 |
High: |
4.99 |
Low: |
4.99 |
Previous Close: |
5.05 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.48% |
1 Month |
|
|
+102.02% |
3 Months |
|
|
+78.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.69 |
5.05 |
1M High / 1M Low: |
5.69 |
2.47 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.39 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
132.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |