UBS Call 445 2FE 20.06.2025
/ DE000UM33E15
UBS Call 445 2FE 20.06.2025/ DE000UM33E15 /
| 2024-07-29 7:35:12 PM |
Chg.-0.060 |
Bid7:58:01 PM |
Ask7:58:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.190EUR |
-2.67% |
2.180
Bid Size: 750 |
2.330
Ask Size: 750 |
FERRARI N.V. |
445.00 EUR |
2025-06-20 |
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: |
2025-06-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-6.75 |
| Time value: |
2.34 |
| Break-even: |
468.40 |
| Moneyness: |
0.85 |
| Premium: |
0.24 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.15 |
| Spread %: |
6.85% |
| Delta: |
0.37 |
| Theta: |
-0.07 |
| Omega: |
5.98 |
| Rho: |
1.04 |
Quote data
| Open: |
2.180 |
| High: |
2.270 |
| Low: |
2.150 |
| Previous Close: |
2.250 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.34% |
| 1 Month |
|
|
-2.23% |
| 3 Months |
|
|
-35.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.500 |
2.110 |
| 1M High / 1M Low: |
3.090 |
2.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.584 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
