UBS Call 350 2FE 20.06.2025
/ CH1322930897
UBS Call 350 2FE 20.06.2025/ CH1322930897 /
| 24/09/2024 09:21:32 |
Chg.+0.66 |
Bid21:55:01 |
Ask21:55:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.07EUR |
+7.01% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
350.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
08/02/2024 |
| Last trading day: |
19/06/2025 |
| 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: |
10.07 |
| High: |
10.07 |
| Low: |
10.07 |
| Previous Close: |
9.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.67% |
| 1 Month |
|
|
-3.17% |
| 3 Months |
|
|
+35.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.54 |
8.92 |
| 1M High / 1M Low: |
11.79 |
8.92 |
| 6M High / 6M Low: |
11.79 |
6.17 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.83% |
| Volatility 6M: |
|
82.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
