UBS Put 204 BA 20.09.2024
/ CH1280725818
UBS Put 204 BA 20.09.2024/ CH1280725818 /
| 04/06/2024 20:02:52 |
Chg.-0.160 |
Bid20:02:52 |
Ask20:02:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.020EUR |
-7.34% |
2.020
Bid Size: 50,000 |
2.050
Ask Size: 50,000 |
Boeing Co |
204.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
UL3317 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
204.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/07/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
1.78 |
| Time value: |
0.42 |
| Break-even: |
165.03 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
1.38% |
| Delta: |
-0.66 |
| Theta: |
-0.04 |
| Omega: |
-5.07 |
| Rho: |
-0.40 |
Quote data
| Open: |
2.090 |
| High: |
2.230 |
| Low: |
1.900 |
| Previous Close: |
2.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.60% |
| 1 Month |
|
|
-18.88% |
| 3 Months |
|
|
+20.24% |
| YTD |
|
|
+320.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.100 |
2.180 |
| 1M High / 1M Low: |
3.110 |
2.070 |
| 6M High / 6M Low: |
3.700 |
0.480 |
| High (YTD): |
24/04/2024 |
3.700 |
| Low (YTD): |
02/01/2024 |
0.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.898 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.96% |
| Volatility 6M: |
|
182.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
