UBS Put 27.5 FRE 20.09.2024
/ DE000UL9BZ09
UBS Put 27.5 FRE 20.09.2024/ DE000UL9BZ09 /
| 2024-08-02 8:19:39 PM |
Chg.+0.004 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+2.41% |
-
Bid Size: - |
-
Ask Size: - |
FRESENIUS SE+CO.KGAA... |
27.50 - |
2024-09-20 |
Put |
Master data
| WKN: |
UL9BZ0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-156.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-3.84 |
| Time value: |
0.20 |
| Break-even: |
27.30 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
1.51 |
| Spread abs.: |
0.03 |
| Spread %: |
17.65% |
| Delta: |
-0.11 |
| Theta: |
-0.01 |
| Omega: |
-17.10 |
| Rho: |
0.00 |
Quote data
| Open: |
0.163 |
| High: |
0.184 |
| Low: |
0.163 |
| Previous Close: |
0.166 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.80% |
| 1 Month |
|
|
-41.38% |
| 3 Months |
|
|
-48.48% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.163 |
| 1M High / 1M Low: |
0.290 |
0.163 |
| 6M High / 6M Low: |
0.480 |
0.163 |
| High (YTD): |
2024-04-03 |
0.480 |
| Low (YTD): |
2024-07-31 |
0.163 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.166 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.216 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.340 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.50% |
| Volatility 6M: |
|
72.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
