UBS Call 445 2FE 20.06.2025
/ DE000UM33E15
UBS Call 445 2FE 20.06.2025/ DE000UM33E15 /
| 08/11/2024 12:09:23 |
Chg.-0.210 |
Bid12:09:23 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.660EUR |
-7.32% |
2.660
Bid Size: 2,000 |
-
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: |
15.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.26 |
| Parity: |
-2.73 |
| Time value: |
2.66 |
| Break-even: |
471.60 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
-0.21 |
| Spread %: |
-7.32% |
| Delta: |
0.46 |
| Theta: |
-0.09 |
| Omega: |
7.16 |
| Rho: |
1.01 |
Quote data
| Open: |
2.810 |
| High: |
2.840 |
| Low: |
2.620 |
| Previous Close: |
2.870 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.68% |
| 1 Month |
|
|
-21.99% |
| 3 Months |
|
|
+5.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.410 |
2.340 |
| 1M High / 1M Low: |
5.150 |
2.340 |
| 6M High / 6M Low: |
5.320 |
1.990 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.243 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
208.35% |
| Volatility 6M: |
|
144.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
