UBS Put 92.5 NVDA 16.01.2026
/ CH1329505742
UBS Put 92.5 NVDA 16.01.2026/ CH1329505742 /
04/10/2024 18:41:41 |
Chg.-0.040 |
Bid18:41:41 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
-4.40% |
0.870 Bid Size: 50,000 |
- Ask Size: - |
NVIDIA Corporation |
92.50 USD |
16/01/2026 |
Put |
Master data
WKN: |
UM2VE5 |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
NVIDIA Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
92.50 USD |
Maturity: |
16/01/2026 |
Issue date: |
08/03/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-12.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.78 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.46 |
Parity: |
-2.75 |
Time value: |
0.91 |
Break-even: |
74.72 |
Moneyness: |
0.75 |
Premium: |
0.33 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
-0.19 |
Theta: |
-0.02 |
Omega: |
-2.38 |
Rho: |
-0.40 |
Quote data
Open: |
0.860 |
High: |
0.920 |
Low: |
0.850 |
Previous Close: |
0.910 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.42% |
1 Month |
|
|
-35.56% |
3 Months |
|
|
-5.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.010 |
0.910 |
1M High / 1M Low: |
1.460 |
0.910 |
6M High / 6M Low: |
2.450 |
0.840 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.950 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.094 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.347 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.51% |
Volatility 6M: |
|
124.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |