UBS Put 560 NFLX 20.12.2024
/ DE000UL96Y08
UBS Put 560 NFLX 20.12.2024/ DE000UL96Y08 /
| 2024-05-31 9:45:02 PM |
Chg.+0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
+2.94% |
-
Bid Size: - |
-
Ask Size: - |
Netflix Inc |
560.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
UL96Y0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Netflix Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
560.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-147.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.32 |
| Parity: |
-7.52 |
| Time value: |
0.40 |
| Break-even: |
512.20 |
| Moneyness: |
0.87 |
| Premium: |
0.13 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.05 |
| Spread %: |
14.29% |
| Delta: |
-0.10 |
| Theta: |
-0.03 |
| Omega: |
-15.20 |
| Rho: |
-0.36 |
Quote data
| Open: |
0.350 |
| High: |
0.370 |
| Low: |
0.330 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.94% |
| 1 Month |
|
|
-32.69% |
| 3 Months |
|
|
-28.57% |
| YTD |
|
|
-52.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.330 |
| 1M High / 1M Low: |
0.520 |
0.330 |
| 6M High / 6M Low: |
0.830 |
0.330 |
| High (YTD): |
2024-01-02 |
0.790 |
| Low (YTD): |
2024-05-29 |
0.330 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.565 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.59% |
| Volatility 6M: |
|
68.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
