UBS Put 23 DTE 20.09.2024
/ DE000UL6W7Q8
UBS Put 23 DTE 20.09.2024/ DE000UL6W7Q8 /
| 2024-06-05 6:55:36 PM |
Chg.-0.060 |
Bid6:55:36 PM |
Ask6:55:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-12.00% |
0.440
Bid Size: 1,250 |
0.470
Ask Size: 1,250 |
DT.TELEKOM AG NA |
23.00 - |
2024-09-20 |
Put |
Master data
| WKN: |
UL6W7Q |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
23.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-41.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.04 |
| Historic volatility: |
0.14 |
| Parity: |
0.75 |
| Time value: |
-0.22 |
| Break-even: |
22.47 |
| Moneyness: |
1.03 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
6.00% |
| Delta: |
-0.87 |
| Theta: |
0.00 |
| Omega: |
-36.63 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.420 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.29% |
| 1 Month |
|
|
-30.16% |
| 3 Months |
|
|
-30.16% |
| YTD |
|
|
-36.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.480 |
| 1M High / 1M Low: |
0.680 |
0.480 |
| 6M High / 6M Low: |
0.780 |
0.410 |
| High (YTD): |
2024-03-14 |
0.780 |
| Low (YTD): |
2024-01-22 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.591 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.610 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.68% |
| Volatility 6M: |
|
98.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
