UBS Call 475 2FE 19.12.2025/  DE000UP08WC4  /

UBS Investment Bank
2024-11-08  9:54:04 PM Chg.+0.170 Bid- Ask- Underlying Strike price Expiration date Option type
3.510EUR +5.09% -
Bid Size: -
-
Ask Size: -
FERRARI N.V. 475.00 EUR 2025-12-19 Call
 

Master data

WKN: UP08WC
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 475.00 EUR
Maturity: 2025-12-19
Issue date: 2024-08-28
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.41
Leverage: Yes

Calculated values

Fair value: 2.96
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.26
Parity: -5.74
Time value: 3.66
Break-even: 511.60
Moneyness: 0.88
Premium: 0.23
Premium p.a.: 0.20
Spread abs.: 0.15
Spread %: 4.27%
Delta: 0.44
Theta: -0.08
Omega: 5.06
Rho: 1.65
 

Quote data

Open: 3.290
High: 3.550
Low: 3.120
Previous Close: 3.340
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.79%
1 Month
  -1.68%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.690 2.830
1M High / 1M Low: 5.340 2.830
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.488
Avg. volume 1W:   0.000
Avg. price 1M:   4.464
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   178.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -