UBS Put 135 BEI 20.12.2024
/ DE000UL60YU2
UBS Put 135 BEI 20.12.2024/ DE000UL60YU2 /
| 2024-06-13 5:27:16 PM |
Chg.+0.017 |
Bid5:27:16 PM |
Ask5:27:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.123EUR |
+16.04% |
0.123
Bid Size: 10,000 |
0.133
Ask Size: 10,000 |
BEIERSDORF AG O.N. |
135.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
UL60YU |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
135.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-107.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.14 |
| Parity: |
-1.15 |
| Time value: |
0.14 |
| Break-even: |
133.64 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
28.30% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-17.08 |
| Rho: |
-0.13 |
Quote data
| Open: |
0.107 |
| High: |
0.130 |
| Low: |
0.105 |
| Previous Close: |
0.106 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.38% |
| 1 Month |
|
|
+16.04% |
| 3 Months |
|
|
-37.24% |
| YTD |
|
|
-43.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.106 |
| 1M High / 1M Low: |
0.135 |
0.104 |
| 6M High / 6M Low: |
0.280 |
0.104 |
| High (YTD): |
2024-04-09 |
0.280 |
| Low (YTD): |
2024-05-22 |
0.104 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.117 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.187 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.26% |
| Volatility 6M: |
|
100.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
