UBS Put 875 ASME 20.09.2024
/ DE000UM1TWT1
UBS Put 875 ASME 20.09.2024/ DE000UM1TWT1 /
21/06/2024 21:54:11 |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.860EUR |
-1.15% |
- Bid Size: - |
- Ask Size: - |
ASML HOLDING EO -... |
875.00 EUR |
20/09/2024 |
Put |
Master data
WKN: |
UM1TWT |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
ASML HOLDING EO -,09 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
875.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
14/02/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-103.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.45 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.30 |
Parity: |
-11.39 |
Time value: |
0.96 |
Break-even: |
865.40 |
Moneyness: |
0.88 |
Premium: |
0.12 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.09 |
Spread %: |
10.34% |
Delta: |
-0.14 |
Theta: |
-0.14 |
Omega: |
-14.37 |
Rho: |
-0.37 |
Quote data
Open: |
0.840 |
High: |
1.010 |
Low: |
0.830 |
Previous Close: |
0.870 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.86% |
1 Month |
|
|
-46.91% |
3 Months |
|
|
-33.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.940 |
0.810 |
1M High / 1M Low: |
1.620 |
0.700 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.876 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.079 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |