UBS Put 36 FRE 20.12.2024
/ DE000UM5E317
UBS Put 36 FRE 20.12.2024/ DE000UM5E317 /
9/6/2024 9:49:15 PM |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
+13.79% |
- Bid Size: - |
- Ask Size: - |
FRESENIUS SE+CO.KGAA... |
36.00 - |
12/20/2024 |
Put |
Master data
WKN: |
UM5E31 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
36.00 - |
Maturity: |
12/20/2024 |
Issue date: |
5/22/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-9.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
0.28 |
Time value: |
0.06 |
Break-even: |
32.60 |
Moneyness: |
1.08 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
3.03% |
Delta: |
-0.66 |
Theta: |
-0.01 |
Omega: |
-6.48 |
Rho: |
-0.07 |
Quote data
Open: |
0.290 |
High: |
0.360 |
Low: |
0.290 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.45% |
1 Month |
|
|
-32.65% |
3 Months |
|
|
-36.54% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.290 |
1M High / 1M Low: |
0.500 |
0.290 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.312 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.380 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
88.07% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |