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UBS Put 150 CRM 21.06.2024/  DE000UL2BSD0  /

UBS Investment Bank
2024-05-07  10:49:15 AM Chg.-0.001 Bid10:49:15 AM Ask10:49:15 AM Underlying Strike price Expiration date Option type
0.096EUR -1.03% 0.096
Bid Size: 10,000		 0.220
Ask Size: 10,000		 Salesforce Inc 150.00 USD 2024-06-21 Put
 

Master data

WKN: UL2BSD
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Salesforce Inc
Type: Warrant
Option type: Put
Strike price: 150.00 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: -116.32
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.16
Historic volatility: 0.24
Parity: -11.66
Time value: 0.22
Break-even: 137.07
Moneyness: 0.54
Premium: 0.46
Premium p.a.: 21.06
Spread abs.: 0.12
Spread %: 126.80%
Delta: -0.04
Theta: -0.11
Omega: -5.10
Rho: -0.02
 

Quote data

Open: 0.097
High: 0.097
Low: 0.096
Previous Close: 0.097
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.03%
1 Month  
+1.05%
3 Months
  -8.57%
YTD
  -17.24%
1 Year
  -76.00%
3 Years     -
5 Years     -
1W High / 1W Low: 0.097 0.096
1M High / 1M Low: 0.099 0.095
6M High / 6M Low: 0.240 0.081
High (YTD): 2024-01-04 0.126
Low (YTD): 2024-03-20 0.081
52W High: 2023-05-08 0.400
52W Low: 2024-03-20 0.081
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.118
Avg. volume 6M:   0.000
Avg. price 1Y:   0.204
Avg. volume 1Y:   0.000
Volatility 1M:   13.99%
Volatility 6M:   53.36%
Volatility 1Y:   64.53%
Volatility 3Y:   -