UBS Put 115 VOW3 17.06.2024
/ DE000UL7TJW0
UBS Put 115 VOW3 17.06.2024/ DE000UL7TJW0 /
2024-05-31 9:53:28 PM |
Chg.-0.058 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.222EUR |
-20.71% |
- Bid Size: - |
- Ask Size: - |
VOLKSWAGEN AG VZO O.... |
115.00 EUR |
2024-06-17 |
Put |
Master data
WKN: |
UL7TJW |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
VOLKSWAGEN AG VZO O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
115.00 EUR |
Maturity: |
2024-06-17 |
Issue date: |
2023-09-25 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-46.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.22 |
Parity: |
0.00 |
Time value: |
0.25 |
Break-even: |
112.50 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.63 |
Spread abs.: |
0.03 |
Spread %: |
12.61% |
Delta: |
-0.48 |
Theta: |
-0.08 |
Omega: |
-21.95 |
Rho: |
-0.03 |
Quote data
Open: |
0.280 |
High: |
0.330 |
Low: |
0.222 |
Previous Close: |
0.280 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-44.50% |
1 Month |
|
|
-64.76% |
3 Months |
|
|
-51.74% |
YTD |
|
|
-65.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.320 |
0.214 |
1M High / 1M Low: |
0.630 |
0.214 |
6M High / 6M Low: |
0.770 |
0.214 |
High (YTD): |
2024-01-19 |
0.770 |
Low (YTD): |
2024-05-28 |
0.214 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.267 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.405 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.483 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
283.02% |
Volatility 6M: |
|
183.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |