UBS Put 38 FRE 20.09.2024
/ DE000UM5DR17
UBS Put 38 FRE 20.09.2024/ DE000UM5DR17 /
| 2024-08-02 7:33:12 PM |
Chg.+0.040 |
Bid2024-08-02 |
Ask2024-08-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+6.56% |
-
Bid Size: - |
-
Ask Size: - |
FRESENIUS SE+CO.KGAA... |
38.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
UM5DR1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.24 |
| Parity: |
0.67 |
| Time value: |
-0.01 |
| Break-even: |
31.40 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
-0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
-0.93 |
| Theta: |
0.00 |
| Omega: |
-4.40 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.640 |
| High: |
0.650 |
| Low: |
0.640 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.17% |
| 1 Month |
|
|
-23.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.490 |
| 1M High / 1M Low: |
0.850 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.718 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
