UBS Put 85 BABA 21.06.2024
/ DE000UL2P3Q0
UBS Put 85 BABA 21.06.2024/ DE000UL2P3Q0 /
| 6/7/2024 9:56:37 PM |
Chg.+0.120 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+19.67% |
-
Bid Size: - |
-
Ask Size: - |
Alibaba Group Holdin... |
85.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
UL2P3Q |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Alibaba Group Holding Limited |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
1/23/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-10.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.32 |
| Parity: |
0.61 |
| Time value: |
0.11 |
| Break-even: |
71.49 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
-0.01 |
| Spread %: |
-1.37% |
| Delta: |
-0.74 |
| Theta: |
-0.10 |
| Omega: |
-7.48 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.650 |
| High: |
0.750 |
| Low: |
0.630 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.82% |
| 1 Month |
|
|
+19.67% |
| 3 Months |
|
|
+4.29% |
| YTD |
|
|
+25.86% |
| 1 Year |
|
|
+55.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.610 |
| 1M High / 1M Low: |
0.740 |
0.270 |
| 6M High / 6M Low: |
0.890 |
0.270 |
| High (YTD): |
4/19/2024 |
0.890 |
| Low (YTD): |
5/20/2024 |
0.270 |
| 52W High: |
4/19/2024 |
0.890 |
| 52W Low: |
5/20/2024 |
0.270 |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.672 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.565 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
318.20% |
| Volatility 6M: |
|
154.33% |
| Volatility 1Y: |
|
122.25% |
| Volatility 3Y: |
|
- |
