UBS Put 13.5 EOAN 17.06.2024
/ DE000UL5ZJZ4
UBS Put 13.5 EOAN 17.06.2024/ DE000UL5ZJZ4 /
| 2024-06-03 9:50:25 AM |
Chg.-0.120 |
Bid9:50:25 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
-9.45% |
1.150
Bid Size: 10,000 |
-
Ask Size: - |
E.ON SE NA O.N. |
13.50 EUR |
2024-06-17 |
Put |
Master data
| WKN: |
UL5ZJZ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
E.ON SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
13.50 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-9.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.17 |
| Parity: |
1.22 |
| Time value: |
0.06 |
| Break-even: |
12.22 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
-0.85 |
| Theta: |
-0.01 |
| Omega: |
-8.15 |
| Rho: |
0.00 |
Quote data
| Open: |
1.130 |
| High: |
1.190 |
| Low: |
1.120 |
| Previous Close: |
1.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.58% |
| 1 Month |
|
|
-0.86% |
| 3 Months |
|
|
-25.81% |
| YTD |
|
|
-10.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.040 |
| 1M High / 1M Low: |
1.270 |
0.550 |
| 6M High / 6M Low: |
1.600 |
0.550 |
| High (YTD): |
2024-02-28 |
1.600 |
| Low (YTD): |
2024-05-16 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.160 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.954 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.205 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.20% |
| Volatility 6M: |
|
127.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
