UBS Put 30.5 FRE 20.09.2024
/ DE000UL7QPT9
UBS Put 30.5 FRE 20.09.2024/ DE000UL7QPT9 /
2024-08-02 5:38:28 PM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+11.54% |
- Bid Size: - |
- Ask Size: - |
FRESENIUS SE+CO.KGAA... |
30.50 - |
2024-09-20 |
Put |
Master data
WKN: |
UL7QPT |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
30.50 - |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-25 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-97.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.24 |
Parity: |
-0.84 |
Time value: |
0.32 |
Break-even: |
30.18 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.03 |
Spread %: |
10.34% |
Delta: |
-0.28 |
Theta: |
-0.01 |
Omega: |
-27.35 |
Rho: |
-0.01 |
Quote data
Open: |
0.270 |
High: |
0.320 |
Low: |
0.270 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.54% |
1 Month |
|
|
-39.58% |
3 Months |
|
|
-36.96% |
YTD |
|
|
-32.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.203 |
1M High / 1M Low: |
0.480 |
0.203 |
6M High / 6M Low: |
0.570 |
0.203 |
High (YTD): |
2024-04-03 |
0.570 |
Low (YTD): |
2024-07-31 |
0.203 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.255 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.366 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.467 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
169.75% |
Volatility 6M: |
|
82.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |