UBS Put 29.5 FRE 20.12.2024
/ DE000UL6ZPU0
UBS Put 29.5 FRE 20.12.2024/ DE000UL6ZPU0 /
| 01/08/2024 09:22:58 |
Chg.+0.001 |
Bid09:51:32 |
Ask09:51:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.228EUR |
+0.44% |
0.235
Bid Size: 10,000 |
0.245
Ask Size: 10,000 |
FRESENIUS SE+CO.KGAA... |
29.50 - |
20/12/2024 |
Put |
Master data
| WKN: |
UL6ZPU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
29.50 - |
| Maturity: |
20/12/2024 |
| Issue date: |
25/09/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-110.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.23 |
| Parity: |
-2.40 |
| Time value: |
0.29 |
| Break-even: |
29.21 |
| Moneyness: |
0.92 |
| Premium: |
0.08 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
11.54% |
| Delta: |
-0.16 |
| Theta: |
0.00 |
| Omega: |
-18.10 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.227 |
| High: |
0.228 |
| Low: |
0.227 |
| Previous Close: |
0.227 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.31% |
| 1 Month |
|
|
-43.00% |
| 3 Months |
|
|
-43.00% |
| YTD |
|
|
-41.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.227 |
| 1M High / 1M Low: |
0.400 |
0.227 |
| 6M High / 6M Low: |
0.510 |
0.227 |
| High (YTD): |
03/04/2024 |
0.510 |
| Low (YTD): |
31/07/2024 |
0.227 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.255 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.415 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.85% |
| Volatility 6M: |
|
56.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
