UBS Put 800 ASME 20.09.2024
/ DE000UM0PHN5
UBS Put 800 ASME 20.09.2024/ DE000UM0PHN5 /
| 2024-08-30 7:28:04 PM |
Chg.+0.050 |
Bid9:54:53 PM |
Ask9:54:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+6.76% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
800.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
UM0PHN |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
800.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-90.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.34 |
| Parity: |
-2.30 |
| Time value: |
0.91 |
| Break-even: |
790.90 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.15 |
| Spread %: |
19.74% |
| Delta: |
-0.29 |
| Theta: |
-0.37 |
| Omega: |
-26.37 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.760 |
| High: |
0.790 |
| Low: |
0.760 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.47% |
| 1 Month |
|
|
-39.23% |
| 3 Months |
|
|
-8.14% |
| YTD |
|
|
-62.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.740 |
| 1M High / 1M Low: |
1.780 |
0.500 |
| 6M High / 6M Low: |
1.780 |
0.480 |
| High (YTD): |
2024-01-17 |
2.300 |
| Low (YTD): |
2024-07-10 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.916 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.949 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
379.15% |
| Volatility 6M: |
|
235.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
