UBS Put 36 FRE 20.06.2025
/ DE000UM5LHG7
UBS Put 36 FRE 20.06.2025/ DE000UM5LHG7 /
| 2024-11-14 7:32:51 PM |
Chg.+0.010 |
Bid9:12:07 AM |
Ask9:12:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+2.50% |
0.430
Bid Size: 100,000 |
0.440
Ask Size: 100,000 |
FRESENIUS SE+CO.KGAA... |
36.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
UM5LHG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-7.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.32 |
| Time value: |
0.09 |
| Break-even: |
31.90 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
-0.62 |
| Theta: |
0.00 |
| Omega: |
-4.93 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.400 |
| High: |
0.410 |
| Low: |
0.390 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.59% |
| 1 Month |
|
|
+10.81% |
| 3 Months |
|
|
-14.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.340 |
| 1M High / 1M Low: |
0.410 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
