UBS Put 75 BABA 20.06.2025
/ CH1302934356
UBS Put 75 BABA 20.06.2025/ CH1302934356 /
| 6/5/2024 8:54:52 AM |
Chg.-0.030 |
Bid10:01:02 AM |
Ask10:01:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-4.17% |
0.730
Bid Size: 10,000 |
0.830
Ask Size: 10,000 |
Alibaba Group Holdin... |
75.00 USD |
6/20/2025 |
Put |
Master data
| WKN: |
UL9AUH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Alibaba Group Holding Limited |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
75.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/2/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
-0.32 |
| Time value: |
0.82 |
| Break-even: |
60.72 |
| Moneyness: |
0.96 |
| Premium: |
0.16 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
6.49% |
| Delta: |
-0.34 |
| Theta: |
-0.01 |
| Omega: |
-3.00 |
| Rho: |
-0.34 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.48% |
| 1 Month |
|
|
+6.15% |
| 3 Months |
|
|
-38.39% |
| YTD |
|
|
-28.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.680 |
| 1M High / 1M Low: |
0.740 |
0.470 |
| 6M High / 6M Low: |
1.370 |
0.470 |
| High (YTD): |
1/22/2024 |
1.370 |
| Low (YTD): |
5/20/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.998 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.90% |
| Volatility 6M: |
|
101.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
