UBS Call 425 2FE 20.06.2025
/ CH1329477512
UBS Call 425 2FE 20.06.2025/ CH1329477512 /
9/25/2024 12:46:20 PM |
Chg.-0.110 |
Bid12:46:20 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
4.720EUR |
-2.28% |
4.720 Bid Size: 2,000 |
- Ask Size: - |
FERRARI N.V. |
425.00 EUR |
6/20/2025 |
Call |
Master data
WKN: |
UM2Y3S |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
425.00 EUR |
Maturity: |
6/20/2025 |
Issue date: |
3/4/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.70 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.31 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.29 |
Historic volatility: |
0.25 |
Parity: |
0.30 |
Time value: |
4.62 |
Break-even: |
474.20 |
Moneyness: |
1.01 |
Premium: |
0.11 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.09 |
Spread %: |
1.86% |
Delta: |
0.60 |
Theta: |
-0.10 |
Omega: |
5.21 |
Rho: |
1.52 |
Quote data
Open: |
4.730 |
High: |
4.930 |
Low: |
4.670 |
Previous Close: |
4.830 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+17.41% |
1 Month |
|
|
-12.75% |
3 Months |
|
|
+27.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.970 |
4.020 |
1M High / 1M Low: |
6.450 |
4.020 |
6M High / 6M Low: |
6.450 |
2.580 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.618 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.175 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.874 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
116.14% |
Volatility 6M: |
|
123.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |