UBS Put 252 BA 20.09.2024
/ CH1310025585
UBS Put 252 BA 20.09.2024/ CH1310025585 /
| 09/08/2024 09:53:12 |
Chg.-0.35 |
Bid22:00:13 |
Ask22:00:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.54EUR |
-4.44% |
-
Bid Size: - |
-
Ask Size: - |
Boeing Co |
252.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
27/12/2023 |
| Last trading day: |
19/09/2024 |
| 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: |
7.54 |
| High: |
7.54 |
| Low: |
7.54 |
| Previous Close: |
7.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.40% |
| 1 Month |
|
|
+21.61% |
| 3 Months |
|
|
+16.18% |
| YTD |
|
|
+346.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.89 |
7.54 |
| 1M High / 1M Low: |
7.89 |
5.61 |
| 6M High / 6M Low: |
8.16 |
4.13 |
| High (YTD): |
25/04/2024 |
8.16 |
| Low (YTD): |
02/01/2024 |
1.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.75% |
| Volatility 6M: |
|
90.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
