UBS Call 405 2FE 20.06.2025
/ CH1329471176
UBS Call 405 2FE 20.06.2025/ CH1329471176 /
9/24/2024 9:54:21 PM |
Chg.-0.160 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
5.960EUR |
-2.61% |
- Bid Size: - |
- Ask Size: - |
FERRARI N.V. |
405.00 EUR |
6/20/2025 |
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: |
6/20/2025 |
Issue date: |
3/4/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.61 |
Intrinsic value: |
2.57 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
2.57 |
Time value: |
3.55 |
Break-even: |
466.20 |
Moneyness: |
1.06 |
Premium: |
0.08 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.68 |
Theta: |
-0.09 |
Omega: |
4.79 |
Rho: |
1.71 |
Quote data
Open: |
6.210 |
High: |
6.430 |
Low: |
5.690 |
Previous Close: |
6.120 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.78% |
1 Month |
|
|
-9.42% |
3 Months |
|
|
+35.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.120 |
5.030 |
1M High / 1M Low: |
7.720 |
5.030 |
6M High / 6M Low: |
7.720 |
3.310 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.602 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.343 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.766 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
107.16% |
Volatility 6M: |
|
112.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |