UBS Call 405 2FE 20.06.2025
/ CH1329471176
UBS Call 405 2FE 20.06.2025/ CH1329471176 /
| 2024-09-23 9:53:50 AM |
Chg.+0.05 |
Bid10:00:19 PM |
Ask10:00:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.83EUR |
+0.87% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.03 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
1.70 |
| Time value: |
3.95 |
| Break-even: |
461.50 |
| Moneyness: |
1.04 |
| Premium: |
0.09 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.65 |
| Theta: |
-0.09 |
| Omega: |
4.86 |
| Rho: |
1.61 |
Quote data
| Open: |
5.83 |
| High: |
5.83 |
| Low: |
5.83 |
| Previous Close: |
5.78 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.37% |
| 1 Month |
|
|
-10.17% |
| 3 Months |
|
|
+30.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.83 |
5.26 |
| 1M High / 1M Low: |
7.77 |
5.26 |
| 6M High / 6M Low: |
7.77 |
3.38 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.59 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.01% |
| Volatility 6M: |
|
107.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
