UBS Put 392 MSF 20.06.2025
/ CH1307422464
UBS Put 392 MSF 20.06.2025/ CH1307422464 /
| 2024-06-12 4:49:46 PM |
Chg.-0.140 |
Bid4:49:46 PM |
Ask4:49:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
-8.75% |
1.460
Bid Size: 50,000 |
1.820
Ask Size: 50,000 |
MICROSOFT DL-,000... |
392.00 - |
2025-06-20 |
Put |
Master data
| WKN: |
UL97UR |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MICROSOFT DL-,00000625 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
392.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.19 |
| Parity: |
-1.09 |
| Time value: |
1.96 |
| Break-even: |
372.40 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.36 |
| Spread %: |
22.50% |
| Delta: |
-0.33 |
| Theta: |
-0.02 |
| Omega: |
-6.88 |
| Rho: |
-1.58 |
Quote data
| Open: |
1.650 |
| High: |
1.700 |
| Low: |
1.460 |
| Previous Close: |
1.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.78% |
| 1 Month |
|
|
-33.33% |
| 3 Months |
|
|
-45.11% |
| YTD |
|
|
-64.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
1.600 |
| 1M High / 1M Low: |
2.280 |
1.600 |
| 6M High / 6M Low: |
4.600 |
1.600 |
| High (YTD): |
2024-01-04 |
4.600 |
| Low (YTD): |
2024-06-11 |
1.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.806 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.939 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.915 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.15% |
| Volatility 6M: |
|
99.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
