UBS Call 345 2FE 20.06.2025
/ CH1322930889
UBS Call 345 2FE 20.06.2025/ CH1322930889 /
| 24/09/2024 19:54:59 |
Chg.-0.210 |
Bid19:54:59 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.160EUR |
-2.03% |
10.160
Bid Size: 750 |
-
Ask Size: - |
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: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.93 |
| Intrinsic value: |
8.57 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
8.57 |
| Time value: |
1.80 |
| Break-even: |
448.70 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.86 |
| Theta: |
-0.07 |
| Omega: |
3.56 |
| Rho: |
1.95 |
Quote data
| Open: |
10.490 |
| High: |
10.760 |
| Low: |
9.820 |
| Previous Close: |
10.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.09% |
| 1 Month |
|
|
-6.10% |
| 3 Months |
|
|
+28.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.370 |
8.950 |
| 1M High / 1M Low: |
12.210 |
8.950 |
| 6M High / 6M Low: |
12.210 |
6.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.564 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.292 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.37% |
| Volatility 6M: |
|
84.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
