UBS Put 44 EBAY 21.06.2024
/ DE000UL2F8A5
UBS Put 44 EBAY 21.06.2024/ DE000UL2F8A5 /
| 2024-05-24 3:19:00 PM |
Chg.-0.006 |
Bid3:36:55 PM |
Ask3:36:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
-13.33% |
-
Bid Size: - |
-
Ask Size: - |
eBay Inc |
44.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
UL2F8A |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
eBay Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-100.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.24 |
| Parity: |
-9.60 |
| Time value: |
0.50 |
| Break-even: |
40.06 |
| Moneyness: |
0.81 |
| Premium: |
0.20 |
| Premium p.a.: |
10.93 |
| Spread abs.: |
0.45 |
| Spread %: |
861.54% |
| Delta: |
-0.10 |
| Theta: |
-0.03 |
| Omega: |
-10.47 |
| Rho: |
0.00 |
Quote data
| Open: |
0.017 |
| High: |
0.039 |
| Low: |
0.017 |
| Previous Close: |
0.045 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-82.97% |
| 1 Month |
|
|
-90.93% |
| 3 Months |
|
|
-97.75% |
| YTD |
|
|
-97.80% |
| 1 Year |
|
|
-98.02% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.233 |
0.039 |
| 1M High / 1M Low: |
0.680 |
0.039 |
| 6M High / 6M Low: |
2.580 |
0.039 |
| High (YTD): |
2024-01-16 |
2.580 |
| Low (YTD): |
2024-05-24 |
0.039 |
| 52W High: |
2023-10-27 |
2.980 |
| 52W Low: |
2024-05-24 |
0.039 |
| Avg. price 1W: |
|
0.151 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.293 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.609 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
406.57% |
| Volatility 6M: |
|
225.85% |
| Volatility 1Y: |
|
174.61% |
| Volatility 3Y: |
|
- |
