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UBS Put 79 AHLA 21.06.2024/  CH1265386024  /

UBS Investment Bank
2024-05-17  4:38:46 PM Chg.-0.088 Bid- Ask- Underlying Strike price Expiration date Option type
0.056EUR -61.11% -
Bid Size: -		 -
Ask Size: -		 ALIBABA GR.HLDG SP.A... 79.00 - 2024-06-21 Put
 

Master data

WKN: UL5C17
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ALIBABA GR.HLDG SP.ADR 8
Type: Warrant
Option type: Put
Strike price: 79.00 -
Maturity: 2024-06-21
Issue date: 2023-04-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -48.64
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.33
Parity: -0.08
Time value: 0.16
Break-even: 77.36
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 13.89%
Delta: -0.41
Theta: -0.03
Omega: -19.83
Rho: -0.03
 

Quote data

Open: 0.062
High: 0.087
Low: 0.048
Previous Close: 0.144
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -81.94%
1 Month
  -94.46%
3 Months
  -93.17%
YTD
  -92.22%
1 Year
  -94.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.209 0.056
1M High / 1M Low: 1.010 0.056
6M High / 6M Low: 1.190 0.056
High (YTD): 2024-01-18 1.190
Low (YTD): 2024-05-17 0.056
52W High: 2024-01-18 1.190
52W Low: 2024-05-17 0.056
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.446
Avg. volume 1M:   0.000
Avg. price 6M:   0.787
Avg. volume 6M:   0.000
Avg. price 1Y:   0.738
Avg. volume 1Y:   0.000
Volatility 1M:   465.42%
Volatility 6M:   235.67%
Volatility 1Y:   191.77%
Volatility 3Y:   -