UBS Put 20 DTE 17.06.2024
/ DE000UL5SHJ7
UBS Put 20 DTE 17.06.2024/ DE000UL5SHJ7 /
| 2024-04-29 1:18:26 PM |
Chg.+0.008 |
Bid1:22:04 PM |
Ask1:22:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.108EUR |
+8.00% |
0.108
Bid Size: 25,000 |
0.118
Ask Size: 25,000 |
DT.TELEKOM AG NA |
20.00 EUR |
2024-06-17 |
Put |
Master data
| WKN: |
UL5SHJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DT.TELEKOM AG NA |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-06-14 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-168.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-1.85 |
| Time value: |
0.13 |
| Break-even: |
19.87 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
0.91 |
| Spread abs.: |
0.03 |
| Spread %: |
30.00% |
| Delta: |
-0.13 |
| Theta: |
0.00 |
| Omega: |
-22.05 |
| Rho: |
0.00 |
Quote data
| Open: |
0.100 |
| High: |
0.108 |
| Low: |
0.100 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.20% |
| 1 Month |
|
|
-6.09% |
| 3 Months |
|
|
-22.86% |
| YTD |
|
|
-53.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.126 |
0.100 |
| 1M High / 1M Low: |
0.192 |
0.100 |
| 6M High / 6M Low: |
0.400 |
0.100 |
| High (YTD): |
2024-03-14 |
0.204 |
| Low (YTD): |
2024-04-26 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.141 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.190 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.77% |
| Volatility 6M: |
|
125.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
