UBS Call 470 2FE 20.06.2025
/ DE000UP05L58
UBS Call 470 2FE 20.06.2025/ DE000UP05L58 /
| 10/7/2024 9:52:58 PM |
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 |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
8/28/2024 |
| Last trading day: |
6/19/2025 |
| 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: |
|
- |
