UBS Put 37 FRE 21.03.2025
/ DE000UM5ETT0
UBS Put 37 FRE 21.03.2025/ DE000UM5ETT0 /
| 11/15/2024 8:54:55 AM |
Chg.+0.020 |
Bid9:19:13 PM |
Ask9:19:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+4.76% |
0.380
Bid Size: 25,000 |
0.390
Ask Size: 25,000 |
FRESENIUS SE+CO.KGAA... |
37.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
UM5ETT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
37.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
5/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-7.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
0.42 |
| Time value: |
0.02 |
| Break-even: |
32.60 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
-0.77 |
| Theta: |
0.00 |
| Omega: |
-5.73 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.41% |
| 1 Month |
|
|
+18.92% |
| 3 Months |
|
|
-10.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.340 |
| 1M High / 1M Low: |
0.420 |
0.290 |
| 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: |
|
0.368 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
