UBS Call 385 2FE 20.06.2025
/ CH1322930962
UBS Call 385 2FE 20.06.2025/ CH1322930962 /
9/24/2024 8:49:53 AM |
Chg.+0.150 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.560EUR |
+2.02% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
385.00 EUR |
6/20/2025 |
Call |
Master data
WKN: |
UM2THN |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
385.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
2/8/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.24 |
Intrinsic value: |
3.70 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
3.70 |
Time value: |
3.19 |
Break-even: |
453.90 |
Moneyness: |
1.10 |
Premium: |
0.08 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.72 |
Theta: |
-0.09 |
Omega: |
4.40 |
Rho: |
1.73 |
Quote data
Open: |
7.510 |
High: |
7.570 |
Low: |
7.480 |
Previous Close: |
7.410 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+14.72% |
1 Month |
|
|
-3.94% |
3 Months |
|
|
+39.23% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.410 |
6.200 |
1M High / 1M Low: |
9.110 |
6.200 |
6M High / 6M Low: |
9.110 |
4.190 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.836 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.629 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.808 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.01% |
Volatility 6M: |
|
103.77% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |