UBS Put 7.5 TKA 17.06.2024
/ DE000UL67CY5
UBS Put 7.5 TKA 17.06.2024/ DE000UL67CY5 /
2024-05-30 1:08:29 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
2.020EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
THYSSENKRUPP AG O.N. |
7.50 - |
2024-06-17 |
Put |
Master data
WKN: |
UL67CY |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
THYSSENKRUPP AG O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
7.50 - |
Maturity: |
2024-06-17 |
Issue date: |
2023-09-25 |
Last trading day: |
2024-06-14 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-2.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.96 |
Intrinsic value: |
2.97 |
Implied volatility: |
- |
Historic volatility: |
0.32 |
Parity: |
2.97 |
Time value: |
-0.94 |
Break-even: |
5.47 |
Moneyness: |
1.66 |
Premium: |
-0.21 |
Premium p.a.: |
-1.00 |
Spread abs.: |
0.01 |
Spread %: |
0.50% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.020 |
High: |
2.020 |
Low: |
2.020 |
Previous Close: |
2.020 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.00% |
1 Month |
|
|
+4.66% |
3 Months |
|
|
+10.38% |
YTD |
|
|
+69.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.020 |
2.000 |
1M High / 1M Low: |
2.020 |
1.900 |
6M High / 6M Low: |
2.020 |
0.900 |
High (YTD): |
2024-05-30 |
2.020 |
Low (YTD): |
2024-01-11 |
1.160 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.966 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.647 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
18.45% |
Volatility 6M: |
|
48.85% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |