UBS Put 100 BIDU 20.06.2025
/ DE000UM38VZ1
UBS Put 100 BIDU 20.06.2025/ DE000UM38VZ1 /
| 10/11/2024 9:46:16 PM |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+2.17% |
-
Bid Size: - |
-
Ask Size: - |
Baidu Inc |
100.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
UM38VZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
4/12/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-19.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.36 |
| Parity: |
-0.35 |
| Time value: |
0.48 |
| Break-even: |
86.65 |
| Moneyness: |
0.96 |
| Premium: |
0.09 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
-0.34 |
| Theta: |
-0.01 |
| Omega: |
-6.80 |
| Rho: |
-0.26 |
Quote data
| Open: |
0.470 |
| High: |
0.480 |
| Low: |
0.450 |
| Previous Close: |
0.460 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.30% |
| 1 Month |
|
|
-27.69% |
| 3 Months |
|
|
-7.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.390 |
| 1M High / 1M Low: |
0.650 |
0.380 |
| 6M High / 6M Low: |
0.680 |
0.380 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.444 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.549 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.84% |
| Volatility 6M: |
|
71.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
