UBS Knock-Out EUR/USD/ DE000UM59NY7 /
| 2024-07-26 4:35:31 PM | Chg.+0.070 | Bid5:12:33 PM | Ask5:12:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.900EUR | +2.47% | 2.860 Bid Size: 50,000 |
2.870 Ask Size: 50,000 |
- | 1.1164 - | 2078-12-31 | Put |
Master data
| Issuer: | UBS AG, LONDON BRANCH |
|---|---|
| WKN: | UM59NY |
| Currency: | EUR |
| Underlying: | - |
| Type: | Knock-out |
| Option type: | Put |
| Strike price: | 1.1164 - |
| Maturity: | Endless |
| Issue date: | 2024-05-23 |
| Last trading day: | 2078-12-31 |
| Ratio: | 1:100 |
| Exercise type: | Bermuda |
| Quanto: | No |
| Gearing: | -36.52 |
| Knock-out: | 1.1052 |
| Knock-out violated on: | - |
| Distance to knock-out: | -0.0207 |
| Distance to knock-out %: | -1.91% |
| Distance to strike price: | -0.0319 |
| Distance to strike price %: | -2.94% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.00 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.01 |
| Spread %: | 0.34% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 2.880 |
|---|---|
| High: | 2.970 |
| Low: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | +11.11% | ||
|---|---|---|---|
| 1 Month | -36.68% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.910 | 2.570 |
|---|---|---|
| 1M High / 1M Low: | 4.580 | 2.170 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.766 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.194 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.30% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
