UBS Put 36 CAR 17.06.2024
/ DE000UM283V9
UBS Put 36 CAR 17.06.2024/ DE000UM283V9 /
| 23/05/2024 11:35:09 |
Chg.+0.01 |
Bid22:00:13 |
Ask22:00:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.97EUR |
+0.25% |
-
Bid Size: - |
-
Ask Size: - |
CARREFOUR S.A. INH.E... |
36.00 - |
17/06/2024 |
Put |
Master data
| WKN: |
UM283V |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
36.00 - |
| Maturity: |
17/06/2024 |
| Issue date: |
05/03/2024 |
| Last trading day: |
14/06/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-0.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.91 |
| Intrinsic value: |
3.93 |
| Implied volatility: |
2.01 |
| Historic volatility: |
0.20 |
| Parity: |
3.93 |
| Time value: |
0.06 |
| Break-even: |
16.10 |
| Moneyness: |
2.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
-0.89 |
| Theta: |
-0.03 |
| Omega: |
-0.73 |
| Rho: |
-0.02 |
Quote data
| Open: |
3.97 |
| High: |
3.97 |
| Low: |
3.97 |
| Previous Close: |
3.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.25% |
| 1 Month |
|
|
+1.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.96 |
3.96 |
| 1M High / 1M Low: |
3.97 |
3.90 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
9.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
