UBS Put 800 ASME 20.12.2024
/ DE000UM0RNT6
UBS Put 800 ASME 20.12.2024/ DE000UM0RNT6 /
| 2024-11-08 11:08:18 AM |
Chg.+0.040 |
Bid2024-11-08 |
Ask2024-11-08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.740EUR |
+1.48% |
2.740
Bid Size: 2,500 |
2.770
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: |
-22.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
17.37 |
| Intrinsic value: |
17.53 |
| Implied volatility: |
- |
| Historic volatility: |
0.39 |
| Parity: |
17.53 |
| Time value: |
-14.71 |
| Break-even: |
771.80 |
| Moneyness: |
1.28 |
| Premium: |
-0.24 |
| Premium p.a.: |
-0.90 |
| Spread abs.: |
0.15 |
| Spread %: |
5.62% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.720 |
| High: |
2.740 |
| Low: |
2.710 |
| Previous Close: |
2.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.01% |
| 1 Month |
|
|
+53.07% |
| 3 Months |
|
|
+87.67% |
| YTD |
|
|
+35.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.700 |
2.660 |
| 1M High / 1M Low: |
2.700 |
1.460 |
| 6M High / 6M Low: |
2.700 |
0.690 |
| High (YTD): |
2024-11-07 |
2.700 |
| Low (YTD): |
2024-07-12 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.328 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.467 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.69% |
| Volatility 6M: |
|
172.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
