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UBS Put 95 QCOM 21.06.2024/  DE000UL1Z3M8  /

UBS Investment Bank
2024-06-03  8:04:44 AM Chg.-0.001 Bid8:04:44 AM Ask8:04:44 AM Underlying Strike price Expiration date Option type
0.108EUR -0.92% 0.108
Bid Size: 5,000		 0.118
Ask Size: 5,000		 QUALCOMM Inc 95.00 USD 2024-06-21 Put
 

Master data

WKN: UL1Z3M
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: QUALCOMM Inc
Type: Warrant
Option type: Put
Strike price: 95.00 USD
Maturity: 2024-06-21
Issue date: 2023-01-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: -158.06
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.98
Historic volatility: 0.28
Parity: -10.05
Time value: 0.12
Break-even: 86.38
Moneyness: 0.47
Premium: 0.54
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 9.17%
Delta: -0.03
Theta: -0.15
Omega: -4.69
Rho: 0.00
 

Quote data

Open: 0.108
High: 0.108
Low: 0.108
Previous Close: 0.109
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.70%
1 Month  
+13.68%
3 Months  
+10.20%
YTD
  -12.20%
1 Year
  -65.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.112 0.109
1M High / 1M Low: 0.112 0.095
6M High / 6M Low: 0.165 0.081
High (YTD): 2024-01-04 0.141
Low (YTD): 2024-03-20 0.081
52W High: 2023-10-26 0.360
52W Low: 2024-03-20 0.081
Avg. price 1W:   0.111
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   0.109
Avg. volume 6M:   0.000
Avg. price 1Y:   0.192
Avg. volume 1Y:   0.000
Volatility 1M:   60.39%
Volatility 6M:   52.74%
Volatility 1Y:   71.77%
Volatility 3Y:   -