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UBS Put 135 QCOM 20.12.2024/  DE000UL87NQ6  /

EUWAX
11/7/2024  9:23:28 AM Chg.-0.039 Bid7:22:08 PM Ask7:22:08 PM Underlying Strike price Expiration date Option type
0.107EUR -26.71% 0.109
Bid Size: 25,000		 0.119
Ask Size: 25,000		 QUALCOMM Inc 135.00 USD 12/20/2024 Put
 

Master data

WKN: UL87NQ
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: QUALCOMM Inc
Type: Warrant
Option type: Put
Strike price: 135.00 USD
Maturity: 12/20/2024
Issue date: 11/3/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: -115.97
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.34
Parity: -3.54
Time value: 0.14
Break-even: 124.40
Moneyness: 0.78
Premium: 0.23
Premium p.a.: 4.73
Spread abs.: 0.01
Spread %: 8.59%
Delta: -0.09
Theta: -0.06
Omega: -10.04
Rho: -0.02
 

Quote data

Open: 0.107
High: 0.107
Low: 0.107
Previous Close: 0.146
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.51%
1 Month
  -42.16%
3 Months
  -60.37%
YTD
  -71.84%
1 Year
  -82.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.187 0.146
1M High / 1M Low: 0.203 0.146
6M High / 6M Low: 0.300 0.130
High (YTD): 1/5/2024 0.460
Low (YTD): 6/7/2024 0.130
52W High: 11/8/2023 0.610
52W Low: 6/7/2024 0.130
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   0.180
Avg. volume 6M:   0.000
Avg. price 1Y:   0.272
Avg. volume 1Y:   0.000
Volatility 1M:   134.29%
Volatility 6M:   123.77%
Volatility 1Y:   102.59%
Volatility 3Y:   -