UBS Put 105 P911 20.12.2024
/ DE000UL7N8D4
UBS Put 105 P911 20.12.2024/ DE000UL7N8D4 /
| 11/11/2024 4:27:03 PM |
Chg.+0.010 |
Bid4:27:03 PM |
Ask4:27:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+0.96% |
1.050
Bid Size: 25,000 |
1.060
Ask Size: 25,000 |
PORSCHE AG VZ |
105.00 EUR |
12/20/2024 |
Put |
Master data
| WKN: |
UL7N8D |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
-6.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.01 |
| Intrinsic value: |
4.04 |
| Implied volatility: |
- |
| Historic volatility: |
0.30 |
| Parity: |
4.04 |
| Time value: |
-2.97 |
| Break-even: |
94.30 |
| Moneyness: |
1.63 |
| Premium: |
-0.46 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.03 |
| Spread %: |
2.88% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.040 |
| High: |
1.050 |
| Low: |
1.040 |
| Previous Close: |
1.040 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.96% |
| 1 Month |
|
|
+2.94% |
| 3 Months |
|
|
+2.94% |
| YTD |
|
|
+22.09% |
| 1 Year |
|
|
+50.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
1.040 |
| 1M High / 1M Low: |
1.050 |
1.020 |
| 6M High / 6M Low: |
1.050 |
0.820 |
| High (YTD): |
11/5/2024 |
1.050 |
| Low (YTD): |
4/11/2024 |
0.620 |
| 52W High: |
11/5/2024 |
1.050 |
| 52W Low: |
4/11/2024 |
0.620 |
| Avg. price 1W: |
|
1.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.002 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.901 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
12.01% |
| Volatility 6M: |
|
16.78% |
| Volatility 1Y: |
|
38.69% |
| Volatility 3Y: |
|
- |
