UBS Call 450 2FE 19.12.2025/  DE000UM7A584  /

UBS Investment Bank
09/08/2024  21:54:10 Chg.-0.060 Bid- Ask- Underlying Strike price Expiration date Option type
3.630EUR -1.63% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 450.00 EUR 19/12/2025 Call
 

Master data

WKN: UM7A58
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 19/12/2025
Issue date: 26/06/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.60
Leverage: Yes

Calculated values

Fair value: 2.76
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.25
Parity: -6.54
Time value: 3.63
Break-even: 486.30
Moneyness: 0.85
Premium: 0.26
Premium p.a.: 0.19
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.44
Theta: -0.07
Omega: 4.70
Rho: 1.82
 

Quote data

Open: 3.660
High: 3.880
Low: 3.610
Previous Close: 3.690
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.02%
1 Month
  -7.16%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.820 3.580
1M High / 1M Low: 4.120 3.020
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.668
Avg. volume 1W:   0.000
Avg. price 1M:   3.567
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -