UBS Put 77 HEN3 17.06.2024
/ DE000UL5G2B2
UBS Put 77 HEN3 17.06.2024/ DE000UL5G2B2 /
2024-05-23 8:18:47 AM |
Chg.0.000 |
Bid10:22:48 AM |
Ask10:22:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
0.00% |
0.360 Bid Size: 10,000 |
0.370 Ask Size: 10,000 |
HENKEL AG+CO.KGAA VZ... |
77.00 - |
2024-06-17 |
Put |
Master data
WKN: |
UL5G2B |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
HENKEL AG+CO.KGAA VZO |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
77.00 - |
Maturity: |
2024-06-17 |
Issue date: |
2023-07-18 |
Last trading day: |
2024-06-14 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-220.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.16 |
Parity: |
-6.78 |
Time value: |
0.38 |
Break-even: |
76.62 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
2.31 |
Spread abs.: |
0.03 |
Spread %: |
8.57% |
Delta: |
-0.12 |
Theta: |
-0.02 |
Omega: |
-26.02 |
Rho: |
-0.01 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.340 |
Previous Close: |
0.340 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.07% |
1 Month |
|
|
-89.44% |
3 Months |
|
|
-91.21% |
YTD |
|
|
-89.38% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.340 |
1M High / 1M Low: |
3.350 |
0.340 |
6M High / 6M Low: |
4.790 |
0.340 |
High (YTD): |
2024-03-04 |
4.790 |
Low (YTD): |
2024-05-22 |
0.340 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.364 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.466 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.110 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
285.02% |
Volatility 6M: |
|
151.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |