UBS Put 250 ALV 17.06.2024
/ DE000UL7JVG9
UBS Put 250 ALV 17.06.2024/ DE000UL7JVG9 /
| 2024-05-02 10:20:31 AM |
Chg.- |
Bid8:52:26 AM |
Ask8:52:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
- |
0.223
Bid Size: 500 |
0.250
Ask Size: 500 |
ALLIANZ SE NA O.N. |
250.00 EUR |
2024-06-17 |
Put |
Master data
| WKN: |
UL7JVG |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
250.00 EUR |
| Maturity: |
2024-06-17 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-06-14 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-99.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
-1.74 |
| Time value: |
0.27 |
| Break-even: |
247.30 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.03 |
| Spread %: |
12.03% |
| Delta: |
-0.20 |
| Theta: |
-0.07 |
| Omega: |
-19.43 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.59% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
-57.81% |
| YTD |
|
|
-59.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.270 |
| 1M High / 1M Low: |
0.400 |
0.209 |
| 6M High / 6M Low: |
0.890 |
0.187 |
| High (YTD): |
2024-01-11 |
0.700 |
| Low (YTD): |
2024-04-02 |
0.187 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.312 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.558 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.05% |
| Volatility 6M: |
|
132.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
