UBS Put 202 BCO 21.06.2024
/ CH1265362561
UBS Put 202 BCO 21.06.2024/ CH1265362561 /
| 2024-05-31 7:25:36 PM |
Chg.-0.070 |
Bid8:37:13 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.540EUR |
-2.68% |
2.290
Bid Size: 50,000 |
-
Ask Size: - |
BOEING CO. ... |
202.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
UL4RW4 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BOEING CO. DL 5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
202.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-04-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.25 |
| Intrinsic value: |
4.25 |
| Implied volatility: |
- |
| Historic volatility: |
0.28 |
| Parity: |
4.25 |
| Time value: |
-1.64 |
| Break-even: |
175.90 |
| Moneyness: |
1.27 |
| Premium: |
-0.10 |
| Premium p.a.: |
-0.85 |
| Spread abs.: |
-0.12 |
| Spread %: |
-4.40% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.640 |
| High: |
2.660 |
| Low: |
2.520 |
| Previous Close: |
2.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.55% |
| 1 Month |
|
|
-15.33% |
| 3 Months |
|
|
+133.03% |
| YTD |
|
|
+1028.89% |
| 1 Year |
|
|
+17.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
2.390 |
| 1M High / 1M Low: |
3.000 |
1.460 |
| 6M High / 6M Low: |
3.510 |
0.225 |
| High (YTD): |
2024-04-25 |
3.510 |
| Low (YTD): |
2024-01-02 |
0.330 |
| 52W High: |
2024-04-25 |
3.510 |
| 52W Low: |
2023-12-29 |
0.225 |
| Avg. price 1W: |
|
2.546 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.474 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.556 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
251.16% |
| Volatility 6M: |
|
236.51% |
| Volatility 1Y: |
|
187.12% |
| Volatility 3Y: |
|
- |
