UBS Call 365 2FE 20.06.2025
/ CH1322930921
UBS Call 365 2FE 20.06.2025/ CH1322930921 /
24/09/2024 17:56:47 |
Chg.-0.090 |
Bid17:56:47 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
8.750EUR |
-1.02% |
8.750 Bid Size: 1,000 |
- Ask Size: - |
FERRARI N.V. |
365.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
UM2A07 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
365.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
08/02/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.34 |
Intrinsic value: |
6.57 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
6.57 |
Time value: |
2.27 |
Break-even: |
453.40 |
Moneyness: |
1.18 |
Premium: |
0.05 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.81 |
Theta: |
-0.08 |
Omega: |
3.92 |
Rho: |
1.91 |
Quote data
Open: |
8.940 |
High: |
9.200 |
Low: |
8.320 |
Previous Close: |
8.840 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.34% |
1 Month |
|
|
-5.81% |
3 Months |
|
|
+32.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.840 |
7.510 |
1M High / 1M Low: |
10.620 |
7.510 |
6M High / 6M Low: |
10.620 |
5.230 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
8.206 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.040 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.986 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.05% |
Volatility 6M: |
|
94.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |