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UBS Put 77 AHLA 21.06.2024/  CH1265386016  /

EUWAX
5/17/2024  9:06:21 AM Chg.-0.078 Bid10:00:14 PM Ask10:00:14 PM Underlying Strike price Expiration date Option type
0.033EUR -70.27% -
Bid Size: -		 -
Ask Size: -		 ALIBABA GR.HLDG SP.A... 77.00 - 6/21/2024 Put
 

Master data

WKN: UL4VP7
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ALIBABA GR.HLDG SP.ADR 8
Type: Warrant
Option type: Put
Strike price: 77.00 -
Maturity: 6/21/2024
Issue date: 4/27/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -68.77
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.33
Parity: -0.28
Time value: 0.12
Break-even: 75.84
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 0.65
Spread abs.: 0.02
Spread %: 20.83%
Delta: -0.29
Theta: -0.03
Omega: -20.02
Rho: -0.02
 

Quote data

Open: 0.033
High: 0.033
Low: 0.033
Previous Close: 0.111
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -85.20%
1 Month
  -95.82%
3 Months
  -95.00%
YTD
  -94.59%
1 Year
  -95.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.223 0.111
1M High / 1M Low: 0.870 0.111
6M High / 6M Low: 1.060 0.111
High (YTD): 1/22/2024 1.060
Low (YTD): 5/16/2024 0.111
52W High: 1/22/2024 1.060
52W Low: 5/16/2024 0.111
Avg. price 1W:   0.167
Avg. volume 1W:   0.000
Avg. price 1M:   0.398
Avg. volume 1M:   0.000
Avg. price 6M:   0.673
Avg. volume 6M:   0.000
Avg. price 1Y:   0.645
Avg. volume 1Y:   0.000
Volatility 1M:   323.68%
Volatility 6M:   208.50%
Volatility 1Y:   177.37%
Volatility 3Y:   -