UBS Put 73 BABA 20.06.2025/  CH1302934349  /

UBS Investment Bank
14/05/2024  20:57:01 Chg.+0.100 Bid20:57:01 Ask20:57:01 Underlying Strike price Expiration date Option type
0.660EUR +17.86% 0.660
Bid Size: 50,000
0.810
Ask Size: 50,000
Alibaba Group Holdin... 73.00 USD 20/06/2025 Put
 

Master data

WKN: UL9M6G
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Alibaba Group Holding Limited
Type: Warrant
Option type: Put
Strike price: 73.00 USD
Maturity: 20/06/2025
Issue date: 02/11/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -11.04
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.32
Parity: -1.07
Time value: 0.71
Break-even: 60.54
Moneyness: 0.86
Premium: 0.23
Premium p.a.: 0.20
Spread abs.: 0.15
Spread %: 26.79%
Delta: -0.26
Theta: -0.01
Omega: -2.86
Rho: -0.30
 

Quote data

Open: 0.620
High: 0.710
Low: 0.610
Previous Close: 0.560
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -35.29%
3 Months
  -34.00%
YTD
  -27.47%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.560
1M High / 1M Low: 1.100 0.560
6M High / 6M Low: 1.250 0.560
High (YTD): 22/01/2024 1.250
Low (YTD): 13/05/2024 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.828
Avg. volume 1M:   0.000
Avg. price 6M:   0.971
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   101.32%
Volatility 6M:   96.30%
Volatility 1Y:   -
Volatility 3Y:   -