UBS Put 725 ASME 20.12.2024/  DE000UL875N0  /

Frankfurt Zert./UBS
2024-07-05  12:57:42 PM Chg.+0.010 Bid1:16:04 PM Ask1:16:04 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:   -