UBS Put 34.5 FRE 20.09.2024
/ DE000UL6ZQ62
UBS Put 34.5 FRE 20.09.2024/ DE000UL6ZQ62 /
| 01/08/2024 17:50:13 |
Chg.+0.020 |
Bid17:50:13 |
Ask17:50:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+3.85% |
0.540
Bid Size: 500 |
0.570
Ask Size: 500 |
FRESENIUS SE+CO.KGAA... |
34.50 - |
20/09/2024 |
Put |
Master data
| WKN: |
UL6ZQ6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
34.50 - |
| Maturity: |
20/09/2024 |
| Issue date: |
25/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-61.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
- |
| Historic volatility: |
0.24 |
| Parity: |
1.31 |
| Time value: |
-0.77 |
| Break-even: |
33.96 |
| Moneyness: |
1.04 |
| Premium: |
-0.02 |
| Premium p.a.: |
-0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
5.88% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.450 |
| High: |
0.550 |
| Low: |
0.430 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.85% |
| 1 Month |
|
|
-11.48% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
+1.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.510 |
| 1M High / 1M Low: |
0.620 |
0.510 |
| 6M High / 6M Low: |
0.620 |
0.510 |
| High (YTD): |
11/07/2024 |
0.620 |
| Low (YTD): |
05/01/2024 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.576 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.585 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
37.00% |
| Volatility 6M: |
|
26.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
