UBS Put 18300 NDX.X 21.06.2024
/ CH1327368705
UBS Put 18300 NDX.X 21.06.2024/ CH1327368705 /
| 2024-05-08 5:27:10 PM |
Chg.-0.23 |
Bid10:00:13 PM |
Ask10:00:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.48EUR |
-4.88% |
-
Bid Size: - |
-
Ask Size: - |
NASDAQ 100 INDEX |
18,300.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
UM16YE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18,300.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2024-06-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-37.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.12 |
| Intrinsic value: |
1.94 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.15 |
| Parity: |
1.94 |
| Time value: |
2.55 |
| Break-even: |
16,574.41 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
1.35% |
| Delta: |
-0.54 |
| Theta: |
-3.39 |
| Omega: |
-20.08 |
| Rho: |
-11.41 |
Quote data
| Open: |
4.44 |
| High: |
4.62 |
| Low: |
4.44 |
| Previous Close: |
4.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.50% |
| 1 Month |
|
|
-18.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.92 |
4.71 |
| 1M High / 1M Low: |
11.53 |
4.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
