UBS Put 20 DTE 17.06.2024
/ DE000UL5SHJ7
UBS Put 20 DTE 17.06.2024/ DE000UL5SHJ7 /
03/06/2024 18:31:19 |
Chg.+0.003 |
Bid21:54:14 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.075EUR |
+4.17% |
- Bid Size: - |
- Ask Size: - |
DT.TELEKOM AG NA |
20.00 EUR |
17/06/2024 |
Put |
Master data
WKN: |
UL5SHJ |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DT.TELEKOM AG NA |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
20.00 EUR |
Maturity: |
17/06/2024 |
Issue date: |
18/07/2023 |
Last trading day: |
14/06/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-220.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.14 |
Parity: |
-2.29 |
Time value: |
0.10 |
Break-even: |
19.90 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
13.25 |
Spread abs.: |
0.03 |
Spread %: |
42.25% |
Delta: |
-0.10 |
Theta: |
-0.01 |
Omega: |
-22.56 |
Rho: |
0.00 |
Quote data
Open: |
0.080 |
High: |
0.081 |
Low: |
0.070 |
Previous Close: |
0.072 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-1.32% |
1 Month |
|
|
-25.00% |
3 Months |
|
|
-53.99% |
YTD |
|
|
-67.95% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.077 |
0.072 |
1M High / 1M Low: |
0.100 |
0.072 |
6M High / 6M Low: |
0.245 |
0.072 |
High (YTD): |
14/03/2024 |
0.204 |
Low (YTD): |
31/05/2024 |
0.072 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.075 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.083 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.154 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.90% |
Volatility 6M: |
|
123.71% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |