UBS Put 800 ASME 20.12.2024
/ DE000UM0RNT6
UBS Put 800 ASME 20.12.2024/ DE000UM0RNT6 /
2024-08-30 7:28:02 PM |
Chg.+0.050 |
Bid9:54:22 PM |
Ask9:54:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.370EUR |
+3.79% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
800.00 EUR |
2024-12-20 |
Put |
Master data
WKN: |
UM0RNT |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
800.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-12-22 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-56.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.58 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.34 |
Parity: |
-2.30 |
Time value: |
1.46 |
Break-even: |
785.40 |
Moneyness: |
0.97 |
Premium: |
0.05 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.15 |
Spread %: |
11.45% |
Delta: |
-0.31 |
Theta: |
-0.08 |
Omega: |
-17.36 |
Rho: |
-0.82 |
Quote data
Open: |
1.370 |
High: |
1.370 |
Low: |
1.370 |
Previous Close: |
1.320 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-4.86% |
3 Months |
|
|
+33.01% |
YTD |
|
|
-32.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.470 |
1.320 |
1M High / 1M Low: |
1.850 |
1.150 |
6M High / 6M Low: |
1.850 |
0.690 |
High (YTD): |
2024-01-05 |
2.180 |
Low (YTD): |
2024-07-12 |
0.690 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.404 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.419 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.124 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.81% |
Volatility 6M: |
|
142.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |