UBS Call 410 2FE 20.06.2025
/ CH1329477488
UBS Call 410 2FE 20.06.2025/ CH1329477488 /
| 2024-05-23 9:49:31 AM |
Chg.+0.21 |
Bid11:54:31 AM |
Ask11:54:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.31EUR |
+5.12% |
4.10
Bid Size: 2,500 |
4.15
Ask Size: 2,500 |
FERRARI N.V. |
410.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
UM2Y44 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
410.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-04 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.50 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-2.50 |
| Time value: |
4.15 |
| Break-even: |
451.50 |
| Moneyness: |
0.94 |
| Premium: |
0.17 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.15 |
| Spread %: |
3.75% |
| Delta: |
0.53 |
| Theta: |
-0.07 |
| Omega: |
4.91 |
| Rho: |
1.75 |
Quote data
| Open: |
4.31 |
| High: |
4.31 |
| Low: |
4.31 |
| Previous Close: |
4.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.11% |
| 1 Month |
|
|
-4.65% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.29 |
4.04 |
| 1M High / 1M Low: |
5.43 |
3.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
