UBS Put 13 EOAN 17.06.2024
/ DE000UL5XE51
UBS Put 13 EOAN 17.06.2024/ DE000UL5XE51 /
| 2024-04-30 8:23:26 AM |
Chg.-0.010 |
Bid9:07:41 AM |
Ask9:07:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-1.11% |
0.870
Bid Size: 10,000 |
0.880
Ask Size: 10,000 |
E.ON SE NA O.N. |
13.00 EUR |
2024-06-17 |
Put |
Master data
| WKN: |
UL5XE5 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
E.ON SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-13.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
0.59 |
| Time value: |
0.35 |
| Break-even: |
12.06 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
3.30% |
| Delta: |
-0.60 |
| Theta: |
-0.01 |
| Omega: |
-7.95 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+39.06% |
| 3 Months |
|
|
-1.11% |
| YTD |
|
|
-12.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.840 |
| 1M High / 1M Low: |
1.150 |
0.630 |
| 6M High / 6M Low: |
1.400 |
0.570 |
| High (YTD): |
2024-02-28 |
1.360 |
| Low (YTD): |
2024-03-14 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.911 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.029 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.77% |
| Volatility 6M: |
|
130.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
