UBS Put 800 ASME 20.09.2024
/ DE000UM0PHN5
UBS Put 800 ASME 20.09.2024/ DE000UM0PHN5 /
2024-07-26 12:10:53 PM |
Chg.-0.170 |
Bid12:46:00 PM |
Ask12:46:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.180EUR |
-12.59% |
1.170 Bid Size: 2,500 |
1.200 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: |
|
- |