UBS Put 250 ALV 17.06.2024
/ DE000UL7JVG9
UBS Put 250 ALV 17.06.2024/ DE000UL7JVG9 /
| 5/17/2024 4:15:48 PM |
Chg.-0.007 |
Bid10:00:14 PM |
Ask10:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.108EUR |
-6.09% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
250.00 EUR |
6/17/2024 |
Put |
Master data
| WKN: |
UL7JVG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 EUR |
| Maturity: |
6/17/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-204.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.16 |
| Parity: |
-1.63 |
| Time value: |
0.13 |
| Break-even: |
248.70 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.03 |
| Spread %: |
30.00% |
| Delta: |
-0.14 |
| Theta: |
-0.06 |
| Omega: |
-29.44 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.108 |
| High: |
0.108 |
| Low: |
0.108 |
| Previous Close: |
0.115 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-73.00% |
| 3 Months |
|
|
-81.69% |
| YTD |
|
|
-83.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.147 |
0.115 |
| 1M High / 1M Low: |
0.400 |
0.115 |
| 6M High / 6M Low: |
0.820 |
0.115 |
| High (YTD): |
1/11/2024 |
0.700 |
| Low (YTD): |
5/16/2024 |
0.115 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.133 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.502 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.86% |
| Volatility 6M: |
|
144.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
