UBS Put 29.5 FRE 20.12.2024
/ DE000UL6ZPU0
UBS Put 29.5 FRE 20.12.2024/ DE000UL6ZPU0 /
| 7/16/2024 7:30:33 PM |
Chg.-0.040 |
Bid7/16/2024 |
Ask7/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-10.26% |
0.350
Bid Size: 500 |
0.380
Ask Size: 500 |
FRESENIUS SE+CO.KGAA... |
29.50 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-68.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.24 |
| Parity: |
0.68 |
| Time value: |
-0.26 |
| Break-even: |
29.08 |
| Moneyness: |
1.02 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
7.69% |
| Delta: |
-0.61 |
| Theta: |
0.00 |
| Omega: |
-42.09 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.350 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.89% |
| 1 Month |
|
|
+2.94% |
| 3 Months |
|
|
-22.22% |
| YTD |
|
|
-10.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.360 |
| 1M High / 1M Low: |
0.420 |
0.360 |
| 6M High / 6M Low: |
0.510 |
0.320 |
| High (YTD): |
4/3/2024 |
0.510 |
| Low (YTD): |
6/7/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.388 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.428 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.13% |
| Volatility 6M: |
|
46.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
