UBS Call 345 2FE 20.06.2025
/ CH1322930889
UBS Call 345 2FE 20.06.2025/ CH1322930889 /
| 19/06/2024 19:30:07 |
Chg.0.000 |
Bid19:59:44 |
Ask19:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.420EUR |
0.00% |
7.410
Bid Size: 750 |
7.560
Ask Size: 750 |
FERRARI N.V. |
345.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
UM2MU6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
345.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.78 |
| Intrinsic value: |
4.12 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
4.12 |
| Time value: |
3.46 |
| Break-even: |
420.80 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.15 |
| Spread %: |
2.02% |
| Delta: |
0.74 |
| Theta: |
-0.07 |
| Omega: |
3.76 |
| Rho: |
2.10 |
Quote data
| Open: |
7.310 |
| High: |
7.560 |
| Low: |
7.300 |
| Previous Close: |
7.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.62% |
| 1 Month |
|
|
-6.43% |
| 3 Months |
|
|
-15.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.210 |
7.110 |
| 1M High / 1M Low: |
8.210 |
6.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.412 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
