UBS Call 475 2FE 19.12.2025
/ DE000UP08WC4
UBS Call 475 2FE 19.12.2025/ DE000UP08WC4 /
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: |
|
- |