UBS Call 470 2FE 20.06.2025
/ DE000UP05L58
UBS Call 470 2FE 20.06.2025/ DE000UP05L58 /
07/10/2024 21:52:58 |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.120EUR |
-1.40% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
470.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
UP05L5 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
470.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
28/08/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.66 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
-6.20 |
Time value: |
2.29 |
Break-even: |
492.90 |
Moneyness: |
0.87 |
Premium: |
0.21 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.15 |
Spread %: |
7.01% |
Delta: |
0.37 |
Theta: |
-0.09 |
Omega: |
6.55 |
Rho: |
0.89 |
Quote data
Open: |
2.120 |
High: |
2.240 |
Low: |
2.040 |
Previous Close: |
2.150 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-18.77% |
1 Month |
|
|
-24.82% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.610 |
2.140 |
1M High / 1M Low: |
3.170 |
2.140 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.310 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.658 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |