UBS Put 35 CAR 20.12.2024
/ DE000UM25LP0
UBS Put 35 CAR 20.12.2024/ DE000UM25LP0 /
2024-09-20 10:43:40 AM |
Chg.- |
Bid10:00:19 PM |
Ask10:00:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.75EUR |
- |
- Bid Size: - |
- Ask Size: - |
CARREFOUR S.A. INH.E... |
35.00 - |
2024-12-20 |
Put |
Master data
WKN: |
UM25LP |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
35.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-05 |
Last trading day: |
2024-12-19 |
Ratio: |
5:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-0.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.83 |
Intrinsic value: |
3.89 |
Implied volatility: |
- |
Historic volatility: |
0.21 |
Parity: |
3.89 |
Time value: |
-0.13 |
Break-even: |
16.20 |
Moneyness: |
2.25 |
Premium: |
-0.04 |
Premium p.a.: |
-0.16 |
Spread abs.: |
0.01 |
Spread %: |
0.27% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
3.75 |
High: |
3.75 |
Low: |
3.75 |
Previous Close: |
3.72 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.32% |
1 Month |
|
|
-3.10% |
3 Months |
|
|
-1.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.80 |
3.72 |
1M High / 1M Low: |
3.87 |
3.72 |
6M High / 6M Low: |
3.89 |
3.52 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.76 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.81 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.72 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
7.20% |
Volatility 6M: |
|
9.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |