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UBS Put 80 AHLA 21.06.2024/  CH1265386032  /

UBS Investment Bank
2024-05-17  4:39:09 PM Chg.-0.105 Bid- Ask- Underlying Strike price Expiration date Option type
0.069EUR -60.34% -
Bid Size: -		 -
Ask Size: -		 ALIBABA GR.HLDG SP.A... 80.00 - 2024-06-21 Put
 

Master data

WKN: UL4TJ1
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: ALIBABA GR.HLDG SP.ADR 8
Type: Warrant
Option type: Put
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2023-04-27
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -41.12
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.02
Implied volatility: 0.20
Historic volatility: 0.33
Parity: 0.02
Time value: 0.17
Break-even: 78.06
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.25
Spread abs.: 0.02
Spread %: 11.49%
Delta: -0.48
Theta: -0.02
Omega: -19.82
Rho: -0.04
 

Quote data

Open: 0.080
High: 0.107
Low: 0.063
Previous Close: 0.174
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -80.29%
1 Month
  -93.67%
3 Months
  -92.16%
YTD
  -91.04%
1 Year
  -93.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.069
1M High / 1M Low: 1.090 0.069
6M High / 6M Low: 1.260 0.069
High (YTD): 2024-01-18 1.260
Low (YTD): 2024-05-17 0.069
52W High: 2024-01-18 1.260
52W Low: 2024-05-17 0.069
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.498
Avg. volume 1M:   0.000
Avg. price 6M:   0.847
Avg. volume 6M:   0.000
Avg. price 1Y:   0.786
Avg. volume 1Y:   0.000
Volatility 1M:   436.87%
Volatility 6M:   224.18%
Volatility 1Y:   183.55%
Volatility 3Y:   -