UBS Put 400 MUV2 17.06.2024
/ DE000UL9BHV0
UBS Put 400 MUV2 17.06.2024/ DE000UL9BHV0 /
| 2024-05-23 10:47:38 AM |
Chg.+0.002 |
Bid1:21:03 PM |
Ask1:21:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.075EUR |
+2.74% |
0.078
Bid Size: 10,000 |
0.088
Ask Size: 10,000 |
MUENCH.RUECKVERS.VNA... |
400.00 EUR |
2024-06-17 |
Put |
Master data
| WKN: |
UL9BHV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
400.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-496.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.17 |
| Parity: |
-6.15 |
| Time value: |
0.09 |
| Break-even: |
399.07 |
| Moneyness: |
0.87 |
| Premium: |
0.14 |
| Premium p.a.: |
5.38 |
| Spread abs.: |
0.03 |
| Spread %: |
47.62% |
| Delta: |
-0.05 |
| Theta: |
-0.09 |
| Omega: |
-25.20 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.075 |
| High: |
0.075 |
| Low: |
0.075 |
| Previous Close: |
0.073 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-87.29% |
| 3 Months |
|
|
-88.28% |
| YTD |
|
|
-94.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.085 |
0.073 |
| 1M High / 1M Low: |
0.600 |
0.073 |
| 6M High / 6M Low: |
1.550 |
0.073 |
| High (YTD): |
2024-01-11 |
1.550 |
| Low (YTD): |
2024-05-22 |
0.073 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.796 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
335.23% |
| Volatility 6M: |
|
239.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
