UBS Put 75 BABA 20.06.2025
/ CH1302934356
UBS Put 75 BABA 20.06.2025/ CH1302934356 /
2024-04-29 8:47:10 AM |
Chg.+0.030 |
Bid9:10:57 AM |
Ask9:10:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
+3.70% |
0.860 Bid Size: 25,000 |
1.010 Ask Size: 25,000 |
Alibaba Group Holdin... |
75.00 USD |
2025-06-20 |
Put |
Master data
WKN: |
UL9AUH |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
Alibaba Group Holding Limited |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
75.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2023-11-02 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.32 |
Parity: |
-0.01 |
Time value: |
0.96 |
Break-even: |
60.54 |
Moneyness: |
1.00 |
Premium: |
0.14 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.05 |
Spread %: |
5.49% |
Delta: |
-0.38 |
Theta: |
-0.01 |
Omega: |
-2.75 |
Rho: |
-0.41 |
Quote data
Open: |
0.840 |
High: |
0.840 |
Low: |
0.840 |
Previous Close: |
0.810 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.64% |
1 Month |
|
|
-21.50% |
3 Months |
|
|
-29.41% |
YTD |
|
|
-12.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.100 |
0.810 |
1M High / 1M Low: |
1.180 |
0.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-22 |
1.370 |
Low (YTD): |
2024-04-26 |
0.810 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.956 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.023 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.25% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |