UBS Put 800 ASME 20.12.2024
/ DE000UM0RNT6
UBS Put 800 ASME 20.12.2024/ DE000UM0RNT6 /
2024-07-26 12:49:44 PM |
Chg.-0.080 |
Bid1:08:21 PM |
Ask1:08:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.350EUR |
-5.59% |
1.340 Bid Size: 2,500 |
1.370 Ask Size: 2,500 |
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: |
-50.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.84 |
Intrinsic value: |
0.04 |
Implied volatility: |
0.10 |
Historic volatility: |
0.32 |
Parity: |
0.04 |
Time value: |
1.55 |
Break-even: |
784.10 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.15 |
Spread %: |
10.42% |
Delta: |
-0.40 |
Theta: |
-0.04 |
Omega: |
-20.29 |
Rho: |
-1.36 |
Quote data
Open: |
1.450 |
High: |
1.450 |
Low: |
1.350 |
Previous Close: |
1.430 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.27% |
1 Month |
|
|
+55.17% |
3 Months |
|
|
+12.50% |
YTD |
|
|
-33.17% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.430 |
1.130 |
1M High / 1M Low: |
1.430 |
0.690 |
6M High / 6M Low: |
1.450 |
0.690 |
High (YTD): |
2024-01-05 |
2.180 |
Low (YTD): |
2024-07-12 |
0.690 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.270 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.905 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.090 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
235.21% |
Volatility 6M: |
|
128.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |