UBS Put 23.5 FRE 20.12.2024
/ DE000UM3MTE0
UBS Put 23.5 FRE 20.12.2024/ DE000UM3MTE0 /
| 7/9/2024 10:19:51 AM |
Chg.+0.013 |
Bid10:19:51 AM |
Ask10:19:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.196EUR |
+7.10% |
0.196
Bid Size: 10,000 |
0.206
Ask Size: 10,000 |
FRESENIUS SE+CO.KGAA... |
23.50 - |
12/20/2024 |
Put |
Master data
| WKN: |
UM3MTE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
23.50 - |
| Maturity: |
12/20/2024 |
| Issue date: |
3/27/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-136.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.24 |
| Parity: |
-5.55 |
| Time value: |
0.21 |
| Break-even: |
23.29 |
| Moneyness: |
0.81 |
| Premium: |
0.20 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.03 |
| Spread %: |
16.39% |
| Delta: |
-0.08 |
| Theta: |
0.00 |
| Omega: |
-11.47 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.183 |
| High: |
0.198 |
| Low: |
0.183 |
| Previous Close: |
0.183 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.51% |
| 1 Month |
|
|
+8.89% |
| 3 Months |
|
|
-32.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.195 |
0.182 |
| 1M High / 1M Low: |
0.209 |
0.182 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.194 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
