UBS Put 36 FRE 20.06.2025
/ DE000UM5LHG7
UBS Put 36 FRE 20.06.2025/ DE000UM5LHG7 /
9/6/2024 7:40:39 PM |
Chg.+0.030 |
Bid9:49:15 PM |
Ask9:49:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.400EUR |
+8.11% |
- Bid Size: - |
- Ask Size: - |
FRESENIUS SE+CO.KGAA... |
36.00 - |
6/20/2025 |
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: |
6/20/2025 |
Issue date: |
5/22/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-8.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.26 |
Historic volatility: |
0.23 |
Parity: |
0.28 |
Time value: |
0.13 |
Break-even: |
31.90 |
Moneyness: |
1.08 |
Premium: |
0.04 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
2.50% |
Delta: |
-0.55 |
Theta: |
0.00 |
Omega: |
-4.42 |
Rho: |
-0.17 |
Quote data
Open: |
0.390 |
High: |
0.420 |
Low: |
0.390 |
Previous Close: |
0.370 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+2.56% |
1 Month |
|
|
-23.08% |
3 Months |
|
|
-24.53% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.370 |
1M High / 1M Low: |
0.520 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.386 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.437 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |