UBS Put 34.5 CAR 20.09.2024
/ DE000UM23FJ0
UBS Put 34.5 CAR 20.09.2024/ DE000UM23FJ0 /
| 2024-05-23 9:52:34 AM |
Chg.-0.02 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.65EUR |
-0.54% |
-
Bid Size: - |
-
Ask Size: - |
CARREFOUR S.A. INH.E... |
34.50 - |
2024-09-20 |
Put |
Master data
| WKN: |
UM23FJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
34.50 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2024-09-19 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-0.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.54 |
| Intrinsic value: |
3.63 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.20 |
| Parity: |
3.63 |
| Time value: |
0.04 |
| Break-even: |
16.20 |
| Moneyness: |
2.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
-0.84 |
| Theta: |
-0.01 |
| Omega: |
-0.75 |
| Rho: |
-0.11 |
Quote data
| Open: |
3.65 |
| High: |
3.65 |
| Low: |
3.65 |
| Previous Close: |
3.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.67 |
3.62 |
| 1M High / 1M Low: |
3.72 |
3.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
18.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
