UBS Call 350 2FE 20.06.2025
/ CH1322930897
UBS Call 350 2FE 20.06.2025/ CH1322930897 /
| 2024-09-24 1:40:20 PM |
Chg.-0.420 |
Bid1:40:20 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.560EUR |
-4.21% |
9.560
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
350.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
UM2N5U |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-02-08 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.52 |
| Intrinsic value: |
8.07 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.25 |
| Parity: |
8.07 |
| Time value: |
1.91 |
| Break-even: |
449.80 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.84 |
| Theta: |
-0.07 |
| Omega: |
3.64 |
| Rho: |
1.94 |
Quote data
| Open: |
10.090 |
| High: |
10.350 |
| Low: |
9.480 |
| Previous Close: |
9.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.99% |
| 1 Month |
|
|
-8.34% |
| 3 Months |
|
|
+26.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.980 |
8.570 |
| 1M High / 1M Low: |
11.810 |
8.570 |
| 6M High / 6M Low: |
11.810 |
6.100 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.175 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.955 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.35% |
| Volatility 6M: |
|
86.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
