UBS Put 75 BABA 20.06.2025
/ CH1302934356
UBS Put 75 BABA 20.06.2025/ CH1302934356 /
| 15/05/2024 08:52:31 |
Chg.-0.010 |
Bid15/05/2024 |
Ask15/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-1.43% |
0.690
Bid Size: 25,000 |
0.940
Ask Size: 25,000 |
Alibaba Group Holdin... |
75.00 USD |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.32 |
| Parity: |
-0.89 |
| Time value: |
0.78 |
| Break-even: |
61.70 |
| Moneyness: |
0.89 |
| Premium: |
0.21 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.15 |
| Spread %: |
23.81% |
| Delta: |
-0.28 |
| Theta: |
-0.01 |
| Omega: |
-2.80 |
| Rho: |
-0.33 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.48% |
| 1 Month |
|
|
-34.29% |
| 3 Months |
|
|
-36.70% |
| YTD |
|
|
-28.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.620 |
| 1M High / 1M Low: |
1.180 |
0.620 |
| 6M High / 6M Low: |
1.370 |
0.620 |
| High (YTD): |
22/01/2024 |
1.370 |
| Low (YTD): |
13/05/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.870 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.045 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.39% |
| Volatility 6M: |
|
95.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
