UBS Put 75 BABA 20.06.2025
/ CH1302934356
UBS Put 75 BABA 20.06.2025/ CH1302934356 /
5/13/2024 7:37:00 PM |
Chg.-0.150 |
Bid9:52:45 PM |
Ask9:52:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-20.27% |
- Bid Size: - |
- Ask Size: - |
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: |
-8.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.32 |
Parity: |
-0.47 |
Time value: |
0.88 |
Break-even: |
60.84 |
Moneyness: |
0.94 |
Premium: |
0.18 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.15 |
Spread %: |
20.55% |
Delta: |
-0.32 |
Theta: |
-0.01 |
Omega: |
-2.71 |
Rho: |
-0.36 |
Quote data
Open: |
0.600 |
High: |
0.620 |
Low: |
0.590 |
Previous Close: |
0.740 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-14.49% |
1 Month |
|
|
-46.36% |
3 Months |
|
|
-49.14% |
YTD |
|
|
-40.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.690 |
1M High / 1M Low: |
1.210 |
0.690 |
6M High / 6M Low: |
1.370 |
0.690 |
High (YTD): |
1/22/2024 |
1.370 |
Low (YTD): |
5/6/2024 |
0.690 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.736 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.937 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.067 |
Avg. volume 6M: |
|
293.548 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.44% |
Volatility 6M: |
|
87.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |