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UBS Put 176 BCO 20.12.2024/  CH1265366943  /

UBS Investment Bank
2024-06-10  8:43:20 PM Chg.-0.010 Bid8:43:20 PM Ask8:43:20 PM Underlying Strike price Expiration date Option type
0.880EUR -1.12% 0.880
Bid Size: 50,000		 0.910
Ask Size: 50,000		 BOEING CO. ... 176.00 - 2024-12-20 Put
 

Master data

WKN: UL401Q
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: BOEING CO. DL 5
Type: Warrant
Option type: Put
Strike price: 176.00 -
Maturity: 2024-12-20
Issue date: 2023-04-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -19.18
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.28
Parity: -0.05
Time value: 0.92
Break-even: 166.80
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 3.37%
Delta: -0.41
Theta: -0.02
Omega: -7.92
Rho: -0.43
 

Quote data

Open: 0.850
High: 0.910
Low: 0.840
Previous Close: 0.890
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.72%
1 Month
  -34.81%
3 Months
  -12.00%
YTD  
+158.82%
1 Year
  -34.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.870
1M High / 1M Low: 1.560 0.870
6M High / 6M Low: 1.990 0.340
High (YTD): 2024-04-15 1.990
Low (YTD): 2024-01-05 0.460
52W High: 2024-04-15 1.990
52W Low: 2023-12-29 0.340
Avg. price 1W:   0.946
Avg. volume 1W:   0.000
Avg. price 1M:   1.230
Avg. volume 1M:   0.000
Avg. price 6M:   1.084
Avg. volume 6M:   0.000
Avg. price 1Y:   1.148
Avg. volume 1Y:   0.000
Volatility 1M:   199.48%
Volatility 6M:   176.10%
Volatility 1Y:   145.40%
Volatility 3Y:   -