UBS Put 725 ASME 20.12.2024
/ DE000UL875N0
UBS Put 725 ASME 20.12.2024/ DE000UL875N0 /
| 2024-07-05 2:50:46 PM |
Chg.+0.010 |
Bid3:18:06 PM |
Ask3:18:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+1.75% |
0.580
Bid Size: 2,500 |
0.610
Ask Size: 2,500 |
ASML HOLDING EO -... |
725.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
UL875N |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
725.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-144.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.30 |
| Parity: |
-25.92 |
| Time value: |
0.68 |
| Break-even: |
718.20 |
| Moneyness: |
0.74 |
| Premium: |
0.27 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.15 |
| Spread %: |
28.30% |
| Delta: |
-0.06 |
| Theta: |
-0.08 |
| Omega: |
-9.19 |
| Rho: |
-0.32 |
Quote data
| Open: |
0.530 |
| High: |
0.580 |
| Low: |
0.530 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.92% |
| 1 Month |
|
|
-1.69% |
| 3 Months |
|
|
-28.40% |
| YTD |
|
|
-64.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.550 |
| 1M High / 1M Low: |
0.640 |
0.510 |
| 6M High / 6M Low: |
1.830 |
0.510 |
| High (YTD): |
2024-01-04 |
1.840 |
| Low (YTD): |
2024-06-13 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.595 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.924 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.85% |
| Volatility 6M: |
|
100.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
