UBS Put 71 BABA 20.09.2024
/ CH1302934323
UBS Put 71 BABA 20.09.2024/ CH1302934323 /
| 2024-05-31 8:55:09 AM |
Chg.-0.009 |
Bid10:49:12 AM |
Ask10:49:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.241EUR |
-3.60% |
0.290
Bid Size: 10,000 |
0.330
Ask Size: 10,000 |
Alibaba Group Holdin... |
71.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
UL9GF8 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Alibaba Group Holding Limited |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
71.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-29.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
-0.80 |
| Time value: |
0.25 |
| Break-even: |
63.05 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.02 |
| Spread %: |
8.70% |
| Delta: |
-0.24 |
| Theta: |
-0.02 |
| Omega: |
-7.12 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.241 |
| High: |
0.241 |
| Low: |
0.241 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.59% |
| 1 Month |
|
|
-26.97% |
| 3 Months |
|
|
-53.65% |
| YTD |
|
|
-52.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.186 |
| 1M High / 1M Low: |
0.330 |
0.114 |
| 6M High / 6M Low: |
0.830 |
0.114 |
| High (YTD): |
2024-01-22 |
0.830 |
| Low (YTD): |
2024-05-20 |
0.114 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.513 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
309.42% |
| Volatility 6M: |
|
184.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
