UBS Put 400 MUV2 20.12.2024
/ DE000UL6XPB5
UBS Put 400 MUV2 20.12.2024/ DE000UL6XPB5 /
04/09/2024 13:36:37 |
Chg.+0.016 |
Bid14:03:18 |
Ask14:03:18 |
Underlying |
Strike price |
Expiration date |
Option type |
0.141EUR |
+12.80% |
0.143 Bid Size: 10,000 |
0.153 Ask Size: 10,000 |
MUENCH.RUECKVERS.VNA... |
400.00 EUR |
20/12/2024 |
Put |
Master data
WKN: |
UL6XPB |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
400.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
25/09/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
-315.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.18 |
Parity: |
-9.52 |
Time value: |
0.16 |
Break-even: |
398.43 |
Moneyness: |
0.81 |
Premium: |
0.20 |
Premium p.a.: |
0.84 |
Spread abs.: |
0.03 |
Spread %: |
23.62% |
Delta: |
-0.05 |
Theta: |
-0.03 |
Omega: |
-15.87 |
Rho: |
-0.08 |
Quote data
Open: |
0.138 |
High: |
0.143 |
Low: |
0.133 |
Previous Close: |
0.125 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.44% |
1 Month |
|
|
-71.80% |
3 Months |
|
|
-61.89% |
YTD |
|
|
-89.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.140 |
0.119 |
1M High / 1M Low: |
0.580 |
0.119 |
6M High / 6M Low: |
0.940 |
0.119 |
High (YTD): |
11/01/2024 |
1.360 |
Low (YTD): |
02/09/2024 |
0.119 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.131 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.296 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.440 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.18% |
Volatility 6M: |
|
167.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |