UBS Put 105 BIDU 20.06.2025
/ DE000UM4CQ36
UBS Put 105 BIDU 20.06.2025/ DE000UM4CQ36 /
| 10/11/2024 8:37:40 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Baidu Inc |
105.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
UM4CQ3 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 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: |
-17.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.36 |
| Parity: |
0.11 |
| Time value: |
0.42 |
| Break-even: |
90.72 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
-0.44 |
| Theta: |
-0.01 |
| Omega: |
-7.90 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.530 |
| High: |
0.540 |
| Low: |
0.510 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
-26.76% |
| 3 Months |
|
|
-7.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.440 |
| 1M High / 1M Low: |
0.710 |
0.430 |
| 6M High / 6M Low: |
0.730 |
0.420 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.561 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.596 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.70% |
| Volatility 6M: |
|
65.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
