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UBS Put 800 ASME 20.09.2024/  DE000UM0PHN5  /

Frankfurt Zert./UBS
2024-07-26  12:10:53 PM Chg.-0.170 Bid12:55:57 PM Ask12:55:57 PM Underlying Strike price Expiration date Option type
1.180EUR -12.59% 1.190
Bid Size: 2,500		 1.220
Ask Size: 2,500		 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: -52.26
Leverage: Yes

Calculated values

Fair value: 3.76
Intrinsic value: 0.04
Implied volatility: 0.14
Historic volatility: 0.32
Parity: 0.04
Time value: 1.49
Break-even: 784.70
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.15
Spread %: 10.87%
Delta: -0.45
Theta: -0.12
Omega: -23.64
Rho: -0.58
 

Quote data

Open: 1.380
High: 1.380
Low: 1.180
Previous Close: 1.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.85%
1 Month  
+81.54%
3 Months  
+10.28%
YTD
  -44.08%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.350 0.860
1M High / 1M Low: 1.350 0.480
6M High / 6M Low: 1.430 0.480
High (YTD): 2024-01-17 2.300
Low (YTD): 2024-07-10 0.480
52W High: - -
52W Low: - -
Avg. price 1W:   1.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.706
Avg. volume 1M:   0.000
Avg. price 6M:   0.963
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   357.17%
Volatility 6M:   184.19%
Volatility 1Y:   -
Volatility 3Y:   -