UBS Put 650 ASME 17.06.2024
/ DE000UL54EH4
UBS Put 650 ASME 17.06.2024/ DE000UL54EH4 /
| 2024-05-03 8:18:50 AM |
Chg.-0.010 |
Bid2024-05-03 |
Ask2024-05-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-2.50% |
0.390
Bid Size: 500 |
0.540
Ask Size: 500 |
ASML HOLDING EO -... |
650.00 EUR |
2024-06-17 |
Put |
Master data
| WKN: |
UL54EH |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
650.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-147.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.30 |
| Parity: |
-16.14 |
| Time value: |
0.55 |
| Break-even: |
644.50 |
| Moneyness: |
0.80 |
| Premium: |
0.21 |
| Premium p.a.: |
3.56 |
| Spread abs.: |
0.15 |
| Spread %: |
37.50% |
| Delta: |
-0.08 |
| Theta: |
-0.22 |
| Omega: |
-11.90 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-30.36% |
| YTD |
|
|
-64.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.360 |
| 1M High / 1M Low: |
0.460 |
0.360 |
| 6M High / 6M Low: |
1.800 |
0.360 |
| High (YTD): |
2024-01-04 |
1.420 |
| Low (YTD): |
2024-04-29 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.864 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.97% |
| Volatility 6M: |
|
110.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
