UBS Put 392 MSF 20.06.2025
/ CH1307422464
UBS Put 392 MSF 20.06.2025/ CH1307422464 /
| 12/06/2024 08:03:11 |
Chg.-0.16 |
Bid16:51:02 |
Ask16:51:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.65EUR |
-8.84% |
1.47
Bid Size: 50,000 |
1.83
Ask Size: 50,000 |
MICROSOFT DL-,000... |
392.00 - |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
28/11/2023 |
| Last trading day: |
19/06/2025 |
| 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: |
1.65 |
| High: |
1.65 |
| Low: |
1.65 |
| Previous Close: |
1.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.72% |
| 1 Month |
|
|
-29.79% |
| 3 Months |
|
|
-42.71% |
| YTD |
|
|
-59.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.81 |
| 1M High / 1M Low: |
2.29 |
1.76 |
| 6M High / 6M Low: |
4.62 |
1.76 |
| High (YTD): |
05/01/2024 |
4.53 |
| Low (YTD): |
23/05/2024 |
1.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.29% |
| Volatility 6M: |
|
86.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
