UBS Call 415 2FE 20.06.2025
/ CH1329477496
UBS Call 415 2FE 20.06.2025/ CH1329477496 /
| 5/23/2024 11:37:01 AM |
Chg.+0.190 |
Bid11:37:01 AM |
Ask11:37:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.980EUR |
+5.01% |
3.980
Bid Size: 2,500 |
4.030
Ask Size: 2,500 |
FERRARI N.V. |
415.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
UM2VLM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
415.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
3/4/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-3.00 |
| Time value: |
3.94 |
| Break-even: |
454.40 |
| Moneyness: |
0.93 |
| Premium: |
0.18 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
3.96% |
| Delta: |
0.51 |
| Theta: |
-0.07 |
| Omega: |
5.00 |
| Rho: |
1.70 |
Quote data
| Open: |
3.880 |
| High: |
4.160 |
| Low: |
3.850 |
| Previous Close: |
3.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.05% |
| 1 Month |
|
|
-18.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.090 |
3.790 |
| 1M High / 1M Low: |
5.050 |
3.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.898 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
