UBS Put 775 ASME 17.06.2024
/ DE000UL5UEF8
UBS Put 775 ASME 17.06.2024/ DE000UL5UEF8 /
| 2024-05-28 8:54:05 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-6.25% |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
775.00 EUR |
2024-06-17 |
Put |
Master data
| WKN: |
UL5UEF |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
775.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-187.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.29 |
| Parity: |
-10.76 |
| Time value: |
0.47 |
| Break-even: |
770.30 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
7.90 |
| Spread abs.: |
0.15 |
| Spread %: |
46.88% |
| Delta: |
-0.10 |
| Theta: |
-0.41 |
| Omega: |
-18.77 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.320 |
| High: |
0.380 |
| Low: |
0.300 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-54.55% |
| 3 Months |
|
|
-62.50% |
| YTD |
|
|
-85.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.320 |
| 1M High / 1M Low: |
0.970 |
0.320 |
| 6M High / 6M Low: |
2.440 |
0.320 |
| High (YTD): |
2024-01-17 |
2.370 |
| Low (YTD): |
2024-05-27 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.575 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.207 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.89% |
| Volatility 6M: |
|
153.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
