UBS Put 27.5 FRE 17.06.2024
/ DE000UL5GZA3
UBS Put 27.5 FRE 17.06.2024/ DE000UL5GZA3 /
| 2024-05-28 3:32:42 PM |
Chg.+0.007 |
Bid3:32:42 PM |
Ask3:32:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.184EUR |
+3.95% |
0.184
Bid Size: 10,000 |
0.194
Ask Size: 10,000 |
FRESENIUS SE+CO.KGAA... |
27.50 - |
2024-06-17 |
Put |
Master data
| WKN: |
UL5GZA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
27.50 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-141.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-1.70 |
| Time value: |
0.21 |
| Break-even: |
27.29 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
2.17 |
| Spread abs.: |
0.03 |
| Spread %: |
16.95% |
| Delta: |
-0.18 |
| Theta: |
-0.01 |
| Omega: |
-25.34 |
| Rho: |
0.00 |
Quote data
| Open: |
0.176 |
| High: |
0.199 |
| Low: |
0.176 |
| Previous Close: |
0.177 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.24% |
| 1 Month |
|
|
-50.27% |
| 3 Months |
|
|
-58.18% |
| YTD |
|
|
-44.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.177 |
| 1M High / 1M Low: |
0.340 |
0.177 |
| 6M High / 6M Low: |
0.530 |
0.177 |
| High (YTD): |
2024-04-03 |
0.530 |
| Low (YTD): |
2024-05-27 |
0.177 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.275 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.386 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.77% |
| Volatility 6M: |
|
97.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
