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UBS Put 600 ASME 20.12.2024/  DE000UL7V7C8  /

EUWAX
08/11/2024  09:44:47 Chg.-0.19 Bid14:30:38 Ask14:30:38 Underlying Strike price Expiration date Option type
0.91EUR -17.27% 1.08
Bid Size: 2,500		 1.11
Ask Size: 2,500		 ASML HOLDING EO -... 600.00 EUR 20/12/2024 Put
 

Master data

WKN: UL7V7C
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Put
Strike price: 600.00 EUR
Maturity: 20/12/2024
Issue date: 25/09/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: -56.79
Leverage: Yes

Calculated values

Fair value: 2.06
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.39
Parity: -2.47
Time value: 1.10
Break-even: 589.00
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.62
Spread abs.: 0.15
Spread %: 15.79%
Delta: -0.30
Theta: -0.21
Omega: -16.83
Rho: -0.23
 

Quote data

Open: 0.91
High: 0.91
Low: 0.91
Previous Close: 1.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.18%
1 Month  
+62.50%
3 Months  
+40.00%
YTD
  -10.78%
1 Year
  -35.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.14 1.06
1M High / 1M Low: 1.14 0.45
6M High / 6M Low: 1.14 0.42
High (YTD): 04/01/2024 1.18
Low (YTD): 28/05/2024 0.42
52W High: 08/11/2023 1.40
52W Low: 28/05/2024 0.42
Avg. price 1W:   1.10
Avg. volume 1W:   0.00
Avg. price 1M:   0.84
Avg. volume 1M:   0.00
Avg. price 6M:   0.59
Avg. volume 6M:   0.00
Avg. price 1Y:   0.71
Avg. volume 1Y:   0.00
Volatility 1M:   490.50%
Volatility 6M:   227.76%
Volatility 1Y:   169.03%
Volatility 3Y:   -