UBS Put 33.5 FRE 20.09.2024
/ DE000UL7FPU0
UBS Put 33.5 FRE 20.09.2024/ DE000UL7FPU0 /
| 2024-08-02 9:46:41 PM |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+6.25% |
-
Bid Size: - |
-
Ask Size: - |
FRESENIUS SE+CO.KGAA... |
33.50 - |
2024-09-20 |
Put |
Master data
| WKN: |
UL7FPU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
33.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-58.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
- |
| Historic volatility: |
0.24 |
| Parity: |
2.16 |
| Time value: |
-1.62 |
| Break-even: |
32.96 |
| Moneyness: |
1.07 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.33 |
| Spread abs.: |
0.03 |
| Spread %: |
5.88% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.490 |
| High: |
0.530 |
| Low: |
0.490 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.87% |
| 1 Month |
|
|
-13.56% |
| 3 Months |
|
|
-7.27% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.450 |
| 1M High / 1M Low: |
0.600 |
0.450 |
| 6M High / 6M Low: |
0.620 |
0.450 |
| High (YTD): |
2024-04-04 |
0.620 |
| Low (YTD): |
2024-07-30 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.565 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.65% |
| Volatility 6M: |
|
36.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
