UBS Put 205 BA 20.09.2024
/ CH1280725826
UBS Put 205 BA 20.09.2024/ CH1280725826 /
| 2024-06-04 9:56:54 PM |
Chg.-0.260 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.980EUR |
-11.61% |
-
Bid Size: - |
-
Ask Size: - |
Boeing Co |
205.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
UL4B79 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
205.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-07-11 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
1.87 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
1.87 |
| Time value: |
0.40 |
| Break-even: |
165.25 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.34% |
| Delta: |
-0.67 |
| Theta: |
-0.04 |
| Omega: |
-4.98 |
| Rho: |
-0.40 |
Quote data
| Open: |
2.160 |
| High: |
2.300 |
| Low: |
1.950 |
| Previous Close: |
2.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.74% |
| 1 Month |
|
|
-22.66% |
| 3 Months |
|
|
+16.47% |
| YTD |
|
|
+296.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.180 |
2.240 |
| 1M High / 1M Low: |
3.190 |
2.130 |
| 6M High / 6M Low: |
3.780 |
0.500 |
| High (YTD): |
2024-04-24 |
3.780 |
| Low (YTD): |
2024-01-02 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.813 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.647 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.967 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.67% |
| Volatility 6M: |
|
180.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
