UBS Call 445 2FE 20.06.2025
/ DE000UM33E15
UBS Call 445 2FE 20.06.2025/ DE000UM33E15 /
| 2024-05-23 12:00:44 PM |
Chg.+0.060 |
Bid12:00:44 PM |
Ask12:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.790EUR |
+2.20% |
2.790
Bid Size: 2,500 |
2.840
Ask Size: 2,500 |
FERRARI N.V. |
445.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
UM33E1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
445.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-03-26 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-6.00 |
| Time value: |
2.88 |
| Break-even: |
473.80 |
| Moneyness: |
0.87 |
| Premium: |
0.23 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.15 |
| Spread %: |
5.49% |
| Delta: |
0.42 |
| Theta: |
-0.07 |
| Omega: |
5.56 |
| Rho: |
1.41 |
Quote data
| Open: |
2.810 |
| High: |
3.030 |
| Low: |
2.770 |
| Previous Close: |
2.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.71% |
| 1 Month |
|
|
-23.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.960 |
2.720 |
| 1M High / 1M Low: |
3.790 |
2.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.808 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
