UBS Put 120 VOW3 20.09.2024
/ DE000UL642C7
UBS Put 120 VOW3 20.09.2024/ DE000UL642C7 /
| 2024-05-31 9:23:28 AM |
Chg.0.000 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG VZO O.... |
120.00 EUR |
2024-09-20 |
Put |
Master data
| WKN: |
UL642C |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-21.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.22 |
| Parity: |
0.50 |
| Time value: |
0.03 |
| Break-even: |
114.70 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
6.00% |
| Delta: |
-0.67 |
| Theta: |
0.00 |
| Omega: |
-14.43 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.42% |
| 1 Month |
|
|
-21.13% |
| 3 Months |
|
|
+21.74% |
| YTD |
|
|
-18.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.520 |
| 1M High / 1M Low: |
0.710 |
0.520 |
| 6M High / 6M Low: |
0.810 |
0.420 |
| High (YTD): |
2024-01-19 |
0.810 |
| Low (YTD): |
2024-04-08 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.568 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.628 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.610 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.07% |
| Volatility 6M: |
|
94.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
