UBS Call 405 2FE 20.06.2025
/ CH1329471176
UBS Call 405 2FE 20.06.2025/ CH1329471176 /
| 2024-06-14 7:25:14 PM |
Chg.-0.310 |
Bid7:58:29 PM |
Ask7:58:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.870EUR |
-7.42% |
3.800
Bid Size: 38 |
4.250
Ask Size: 38 |
FERRARI N.V. |
405.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
UM2840 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
405.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
-2.52 |
| Time value: |
4.25 |
| Break-even: |
447.50 |
| Moneyness: |
0.94 |
| Premium: |
0.18 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.45 |
| Spread %: |
11.84% |
| Delta: |
0.53 |
| Theta: |
-0.08 |
| Omega: |
4.71 |
| Rho: |
1.60 |
Quote data
| Open: |
4.110 |
| High: |
4.160 |
| Low: |
3.770 |
| Previous Close: |
4.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.07% |
| 1 Month |
|
|
-13.03% |
| 3 Months |
|
|
-20.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.670 |
3.870 |
| 1M High / 1M Low: |
4.670 |
3.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
