UBS Call 455 2FE 20.06.2025
/ DE000UP09XB2
UBS Call 455 2FE 20.06.2025/ DE000UP09XB2 /
2024-10-08 11:56:24 AM |
Chg.+0.230 |
Bid11:56:24 AM |
Ask11:56:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.830EUR |
+8.85% |
2.830 Bid Size: 2,500 |
2.880 Ask Size: 2,500 |
FERRARI N.V. |
455.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
UP09XB |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
455.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-08-28 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
-4.60 |
Time value: |
2.75 |
Break-even: |
482.50 |
Moneyness: |
0.90 |
Premium: |
0.18 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.15 |
Spread %: |
5.77% |
Delta: |
0.42 |
Theta: |
-0.09 |
Omega: |
6.24 |
Rho: |
1.01 |
Quote data
Open: |
2.580 |
High: |
2.860 |
Low: |
2.500 |
Previous Close: |
2.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.07% |
1 Month |
|
|
-16.76% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.870 |
2.600 |
1M High / 1M Low: |
3.780 |
2.600 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.704 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.184 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |