UBS Put 230 ADS 21.03.2025
/ DE000UM2ZSV0
UBS Put 230 ADS 21.03.2025/ DE000UM2ZSV0 /
8/23/2024 10:00:44 AM |
Chg.+0.010 |
Bid10:00:20 PM |
Ask10:00:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
+1.59% |
- Bid Size: - |
- Ask Size: - |
ADIDAS AG NA O.N. |
230.00 - |
3/21/2025 |
Put |
Master data
WKN: |
UM2ZSV |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ADIDAS AG NA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
230.00 - |
Maturity: |
3/21/2025 |
Issue date: |
3/5/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-34.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.11 |
Intrinsic value: |
1.08 |
Implied volatility: |
0.03 |
Historic volatility: |
0.27 |
Parity: |
1.08 |
Time value: |
-0.45 |
Break-even: |
223.70 |
Moneyness: |
1.05 |
Premium: |
-0.02 |
Premium p.a.: |
-0.04 |
Spread abs.: |
0.03 |
Spread %: |
5.00% |
Delta: |
-0.90 |
Theta: |
0.02 |
Omega: |
-31.47 |
Rho: |
-1.17 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.23% |
1 Month |
|
|
+23.08% |
3 Months |
|
|
+12.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.620 |
1M High / 1M Low: |
0.680 |
0.450 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.628 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.599 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.34% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |