UBS Put 252 BA 20.09.2024
/ CH1310025585
UBS Put 252 BA 20.09.2024/ CH1310025585 /
| 2024-08-09 7:34:47 PM |
Chg.+0.040 |
Bid9:57:00 PM |
Ask9:57:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.680EUR |
+0.52% |
-
Bid Size: - |
-
Ask Size: - |
Boeing Co |
252.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
UM0F68 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
252.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.70 |
| Intrinsic value: |
7.70 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.28 |
| Parity: |
7.70 |
| Time value: |
0.02 |
| Break-even: |
153.66 |
| Moneyness: |
1.50 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
0.39% |
| Delta: |
-0.93 |
| Theta: |
-0.04 |
| Omega: |
-1.85 |
| Rho: |
-0.25 |
Quote data
| Open: |
7.570 |
| High: |
7.760 |
| Low: |
7.500 |
| Previous Close: |
7.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.45% |
| 1 Month |
|
|
+23.27% |
| 3 Months |
|
|
+13.11% |
| YTD |
|
|
+368.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.970 |
7.640 |
| 1M High / 1M Low: |
7.970 |
5.210 |
| 6M High / 6M Low: |
8.180 |
4.210 |
| High (YTD): |
2024-04-25 |
8.180 |
| Low (YTD): |
2024-01-02 |
1.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.591 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.306 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.98% |
| Volatility 6M: |
|
90.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
