UBS Put 32.5 FRE 20.12.2024
/ DE000UL6XK03
UBS Put 32.5 FRE 20.12.2024/ DE000UL6XK03 /
| 2024-07-31 3:28:37 PM |
Chg.-0.020 |
Bid3:28:37 PM |
Ask3:28:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-5.41% |
0.350
Bid Size: 10,000 |
0.360
Ask Size: 10,000 |
FRESENIUS SE+CO.KGAA... |
32.50 - |
2024-12-20 |
Put |
Master data
| WKN: |
UL6XK0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.50 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-79.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.92 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.23 |
| Parity: |
0.60 |
| Time value: |
-0.20 |
| Break-even: |
32.10 |
| Moneyness: |
1.02 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
8.11% |
| Delta: |
-0.57 |
| Theta: |
0.00 |
| Omega: |
-45.32 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.370 |
| High: |
0.390 |
| Low: |
0.340 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-32.69% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
-23.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.370 |
| 1M High / 1M Low: |
0.510 |
0.370 |
| 6M High / 6M Low: |
0.570 |
0.370 |
| High (YTD): |
2024-04-03 |
0.570 |
| Low (YTD): |
2024-07-30 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.382 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.504 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.44% |
| Volatility 6M: |
|
38.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
