UBS Put 50 BAS 17.06.2024
/ DE000UL5JP15
UBS Put 50 BAS 17.06.2024/ DE000UL5JP15 /
| 2024-06-03 2:53:51 PM |
Chg.+0.005 |
Bid3:11:39 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.207EUR |
+2.48% |
0.215
Bid Size: 10,000 |
-
Ask Size: - |
BASF SE NA O.N. |
50.00 EUR |
2024-06-17 |
Put |
Master data
| WKN: |
UL5JP1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
BASF SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-22.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.23 |
| Parity: |
0.16 |
| Time value: |
0.06 |
| Break-even: |
47.83 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
16.04% |
| Delta: |
-0.67 |
| Theta: |
-0.04 |
| Omega: |
-14.99 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.198 |
| High: |
0.215 |
| Low: |
0.198 |
| Previous Close: |
0.202 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.95% |
| 1 Month |
|
|
+13.74% |
| 3 Months |
|
|
-39.12% |
| YTD |
|
|
-28.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.177 |
| 1M High / 1M Low: |
0.280 |
0.133 |
| 6M High / 6M Low: |
0.450 |
0.103 |
| High (YTD): |
2024-01-22 |
0.450 |
| Low (YTD): |
2024-04-04 |
0.103 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.231 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.287 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.31% |
| Volatility 6M: |
|
158.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
