UBS Put 600 ASME 20.09.2024/  DE000UL7JVE4  /

EUWAX
7/26/2024  9:22:39 AM Chg.-0.010 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.370EUR -2.63% -
Bid Size: -
-
Ask Size: -
ASML HOLDING EO -... 600.00 EUR 9/20/2024 Put
 

Master data

WKN: UL7JVE
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Put
Strike price: 600.00 EUR
Maturity: 9/20/2024
Issue date: 9/25/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: -182.33
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.31
Parity: -22.05
Time value: 0.45
Break-even: 595.50
Moneyness: 0.73
Premium: 0.27
Premium p.a.: 3.99
Spread abs.: 0.15
Spread %: 50.00%
Delta: -0.06
Theta: -0.17
Omega: -10.11
Rho: -0.08
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.380
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -7.50%
3 Months
  -27.45%
YTD
  -60.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.350
1M High / 1M Low: 0.410 0.330
6M High / 6M Low: 0.570 0.330
High (YTD): 1/4/2024 1.120
Low (YTD): 7/2/2024 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.386
Avg. volume 1M:   0.000
Avg. price 6M:   0.464
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.25%
Volatility 6M:   75.63%
Volatility 1Y:   -
Volatility 3Y:   -