UBS Call 445 2FE 20.06.2025
/ DE000UM33E15
UBS Call 445 2FE 20.06.2025/ DE000UM33E15 /
30/08/2024 21:54:18 |
Chg.+0.310 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.320EUR |
+6.19% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
445.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
UM33E1 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
445.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
26/03/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.71 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.27 |
Historic volatility: |
0.25 |
Parity: |
0.17 |
Time value: |
4.84 |
Break-even: |
495.10 |
Moneyness: |
1.00 |
Premium: |
0.11 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.60 |
Theta: |
-0.09 |
Omega: |
5.36 |
Rho: |
1.76 |
Quote data
Open: |
5.040 |
High: |
5.360 |
Low: |
4.980 |
Previous Close: |
5.010 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.18% |
1 Month |
|
|
+142.92% |
3 Months |
|
|
+110.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.320 |
4.250 |
1M High / 1M Low: |
5.320 |
2.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.786 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.463 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |