UBS Call 430 2FE 20.06.2025
/ CH1329477520
UBS Call 430 2FE 20.06.2025/ CH1329477520 /
2024-06-17 8:12:31 AM |
Chg.+0.080 |
Bid8:12:31 AM |
Ask8:12:31 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.900EUR |
+2.84% |
2.900 Bid Size: 38 |
3.350 Ask Size: 38 |
FERRARI N.V. |
430.00 EUR |
2025-06-20 |
Call |
Master data
WKN: |
UM2XS4 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FERRARI N.V. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
430.00 EUR |
Maturity: |
2025-06-20 |
Issue date: |
2024-03-04 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.24 |
Parity: |
-5.02 |
Time value: |
3.27 |
Break-even: |
462.70 |
Moneyness: |
0.88 |
Premium: |
0.22 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.45 |
Spread %: |
15.96% |
Delta: |
0.45 |
Theta: |
-0.08 |
Omega: |
5.18 |
Rho: |
1.39 |
Quote data
Open: |
2.890 |
High: |
2.900 |
Low: |
2.880 |
Previous Close: |
2.820 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.35% |
1 Month |
|
|
-16.91% |
3 Months |
|
|
-25.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.590 |
2.820 |
1M High / 1M Low: |
3.590 |
2.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.132 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.132 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.46% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |