UBS Put 9.5 TKA 17.06.2024
/ DE000UL5LTS8
UBS Put 9.5 TKA 17.06.2024/ DE000UL5LTS8 /
| 23/05/2024 10:03:49 |
Chg.0.00 |
Bid14:17:15 |
Ask14:17:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.03EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
THYSSENKRUPP AG O.N. |
9.50 EUR |
17/06/2024 |
Put |
Master data
| WKN: |
UL5LTS |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
THYSSENKRUPP AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
9.50 EUR |
| Maturity: |
17/06/2024 |
| Issue date: |
18/07/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-4.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.80 |
| Intrinsic value: |
4.82 |
| Implied volatility: |
- |
| Historic volatility: |
0.32 |
| Parity: |
4.82 |
| Time value: |
-3.77 |
| Break-even: |
8.45 |
| Moneyness: |
2.03 |
| Premium: |
-0.81 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.03 |
| Spread %: |
2.94% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.03 |
| High: |
1.03 |
| Low: |
1.03 |
| Previous Close: |
1.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+0.98% |
| 3 Months |
|
|
+0.98% |
| YTD |
|
|
+5.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.03 |
1.03 |
| 1M High / 1M Low: |
1.03 |
1.02 |
| 6M High / 6M Low: |
1.06 |
0.90 |
| High (YTD): |
20/02/2024 |
1.06 |
| Low (YTD): |
02/01/2024 |
0.98 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
7.70% |
| Volatility 6M: |
|
12.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
