UBS Call 350 2FE 20.06.2025
/ CH1322930897
UBS Call 350 2FE 20.06.2025/ CH1322930897 /
| 6/14/2024 9:52:27 PM |
Chg.-0.440 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.740EUR |
-6.13% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
350.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.00 |
| Intrinsic value: |
2.98 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
2.98 |
| Time value: |
4.21 |
| Break-even: |
421.90 |
| Moneyness: |
1.09 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.45 |
| Spread %: |
6.68% |
| Delta: |
0.70 |
| Theta: |
-0.08 |
| Omega: |
3.69 |
| Rho: |
1.96 |
Quote data
| Open: |
7.220 |
| High: |
7.280 |
| Low: |
6.600 |
| Previous Close: |
7.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.60% |
| 1 Month |
|
|
-8.17% |
| 3 Months |
|
|
-14.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.900 |
6.740 |
| 1M High / 1M Low: |
7.900 |
6.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
