UBS Put 95 BIDU 21.03.2025
/ DE000UM2U6R2
UBS Put 95 BIDU 21.03.2025/ DE000UM2U6R2 /
05/08/2024 15:19:14 |
Chg.+0.020 |
Bid15:19:14 |
Ask15:19:14 |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
+3.33% |
0.620 Bid Size: 20,000 |
0.690 Ask Size: 20,000 |
Baidu Inc |
95.00 - |
21/03/2025 |
Put |
Master data
WKN: |
UM2U6R |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Baidu Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
95.00 - |
Maturity: |
21/03/2025 |
Issue date: |
05/03/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
-12.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.86 |
Intrinsic value: |
1.76 |
Implied volatility: |
- |
Historic volatility: |
0.33 |
Parity: |
1.76 |
Time value: |
-1.15 |
Break-even: |
88.90 |
Moneyness: |
1.23 |
Premium: |
-0.15 |
Premium p.a.: |
-0.23 |
Spread abs.: |
0.01 |
Spread %: |
1.67% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.610 |
High: |
0.630 |
Low: |
0.580 |
Previous Close: |
0.600 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.98% |
1 Month |
|
|
+12.73% |
3 Months |
|
|
+77.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.600 |
0.530 |
1M High / 1M Low: |
0.600 |
0.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.568 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.525 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.33% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |