UBS Put 23.5 FRE 20.09.2024
/ DE000UM3Z8G5
UBS Put 23.5 FRE 20.09.2024/ DE000UM3Z8G5 /
| 2024-06-17 3:53:04 PM |
Chg.+0.012 |
Bid5:10:32 PM |
Ask5:10:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.171EUR |
+7.55% |
0.171
Bid Size: 10,000 |
0.181
Ask Size: 10,000 |
FRESENIUS SE+CO.KGAA... |
23.50 - |
2024-09-20 |
Put |
Master data
| WKN: |
UM3Z8G |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
23.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-157.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
-6.06 |
| Time value: |
0.19 |
| Break-even: |
23.31 |
| Moneyness: |
0.79 |
| Premium: |
0.21 |
| Premium p.a.: |
1.09 |
| Spread abs.: |
0.03 |
| Spread %: |
18.99% |
| Delta: |
-0.07 |
| Theta: |
0.00 |
| Omega: |
-11.77 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.173 |
| High: |
0.173 |
| Low: |
0.170 |
| Previous Close: |
0.159 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.40% |
| 1 Month |
|
|
-9.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.167 |
0.157 |
| 1M High / 1M Low: |
0.196 |
0.157 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.07% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
