UBS Put 800 ASME 17.06.2024
/ DE000UL5WKL9
UBS Put 800 ASME 17.06.2024/ DE000UL5WKL9 /
2024-05-13 6:00:39 PM |
Chg.+0.060 |
Bid6:00:39 PM |
Ask6:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
+9.23% |
0.710 Bid Size: 500 |
0.860 Ask Size: 500 |
ASML HOLDING EO -... |
800.00 EUR |
2024-06-17 |
Put |
Master data
WKN: |
UL5WKL |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
800.00 EUR |
Maturity: |
2024-06-17 |
Issue date: |
2023-07-18 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-108.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.30 |
Parity: |
-6.45 |
Time value: |
0.80 |
Break-even: |
792.00 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
1.32 |
Spread abs.: |
0.15 |
Spread %: |
23.08% |
Delta: |
-0.18 |
Theta: |
-0.28 |
Omega: |
-19.17 |
Rho: |
-0.15 |
Quote data
Open: |
0.640 |
High: |
0.820 |
Low: |
0.630 |
Previous Close: |
0.650 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-13.41% |
1 Month |
|
|
-6.58% |
3 Months |
|
|
-36.61% |
YTD |
|
|
-68.72% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.830 |
0.650 |
1M High / 1M Low: |
1.310 |
0.650 |
6M High / 6M Low: |
2.520 |
0.640 |
High (YTD): |
2024-01-17 |
2.490 |
Low (YTD): |
2024-03-07 |
0.640 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.770 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.948 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.516 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
277.64% |
Volatility 6M: |
|
142.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |