UBS Put 35 CAR 17.06.2024
/ DE000UM3DS67
UBS Put 35 CAR 17.06.2024/ DE000UM3DS67 /
| 2024-05-27 7:59:10 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.860EUR |
-0.52% |
-
Bid Size: - |
-
Ask Size: - |
CARREFOUR S.A. INH.E... |
35.00 - |
2024-06-17 |
Put |
Master data
| WKN: |
UM3DS6 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
35.00 - |
| Maturity: |
2024-06-17 |
| Issue date: |
2024-03-05 |
| Last trading day: |
2024-06-14 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-0.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.72 |
| Intrinsic value: |
3.74 |
| Implied volatility: |
2.65 |
| Historic volatility: |
0.20 |
| Parity: |
3.74 |
| Time value: |
0.15 |
| Break-even: |
15.55 |
| Moneyness: |
2.15 |
| Premium: |
0.05 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
-0.81 |
| Theta: |
-0.06 |
| Omega: |
-0.68 |
| Rho: |
-0.02 |
Quote data
| Open: |
3.880 |
| High: |
3.890 |
| Low: |
3.860 |
| Previous Close: |
3.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.26% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.880 |
3.860 |
| 1M High / 1M Low: |
3.910 |
3.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.852 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
15.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
