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: |
|
- |