UBS Call 365 2FE 20.06.2025
/ CH1322930921
UBS Call 365 2FE 20.06.2025/ CH1322930921 /
| 9/24/2024 9:21:32 AM |
Chg.+0.63 |
Bid2:47:30 PM |
Ask2:47:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.92EUR |
+7.60% |
8.34
Bid Size: 2,000 |
-
Ask Size: - |
FERRARI N.V. |
365.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
2/8/2024 |
| Last trading day: |
6/19/2025 |
| 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: |
8.92 |
| High: |
8.92 |
| Low: |
8.92 |
| Previous Close: |
8.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.94% |
| 1 Month |
|
|
-3.78% |
| 3 Months |
|
|
+37.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.42 |
7.84 |
| 1M High / 1M Low: |
10.59 |
7.84 |
| 6M High / 6M Low: |
10.59 |
5.30 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.55% |
| Volatility 6M: |
|
90.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
