UBS Put 200 UNP 20.12.2024
/ DE000UL9AVJ8
UBS Put 200 UNP 20.12.2024/ DE000UL9AVJ8 /
| 2024-11-15 9:56:34 PM |
Chg.-0.005 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.222EUR |
-2.20% |
-
Bid Size: - |
-
Ask Size: - |
Union Pacific Corp |
200.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
UL9AVJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Union Pacific Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-96.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.17 |
| Parity: |
-3.38 |
| Time value: |
0.23 |
| Break-even: |
187.64 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
3.98 |
| Spread abs.: |
0.01 |
| Spread %: |
4.96% |
| Delta: |
-0.13 |
| Theta: |
-0.10 |
| Omega: |
-12.06 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.220 |
| High: |
0.223 |
| Low: |
0.217 |
| Previous Close: |
0.227 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.30% |
| 1 Month |
|
|
-10.84% |
| 3 Months |
|
|
-14.62% |
| YTD |
|
|
-57.31% |
| 1 Year |
|
|
-63.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.227 |
0.222 |
| 1M High / 1M Low: |
0.260 |
0.216 |
| 6M High / 6M Low: |
0.470 |
0.216 |
| High (YTD): |
2024-04-18 |
0.550 |
| Low (YTD): |
2024-11-06 |
0.216 |
| 52W High: |
2023-11-27 |
0.610 |
| 52W Low: |
2024-11-06 |
0.216 |
| Avg. price 1W: |
|
0.225 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.235 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.280 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.393 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
57.95% |
| Volatility 6M: |
|
72.92% |
| Volatility 1Y: |
|
55.55% |
| Volatility 3Y: |
|
- |
