OverviewChartNewsTraderScreen

UBS Put 425 MUV2 20.12.2024/  DE000UL6ZVH5  /

EUWAX
9/26/2024  9:23:33 AM Chg.- Bid11:05:28 AM Ask11:05:28 AM Underlying Strike price Expiration date Option type
0.173EUR - 0.183
Bid Size: 10,000		 0.193
Ask Size: 10,000		 MUENCH.RUECKVERS.VNA... 425.00 EUR 12/20/2024 Put
 

Master data

WKN: UL6ZVH
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Put
Strike price: 425.00 EUR
Maturity: 12/20/2024
Issue date: 9/25/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: -261.53
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.18
Parity: -6.93
Time value: 0.19
Break-even: 423.11
Moneyness: 0.86
Premium: 0.14
Premium p.a.: 0.79
Spread abs.: 0.03
Spread %: 18.87%
Delta: -0.07
Theta: -0.04
Omega: -18.94
Rho: -0.09
 

Quote data

Open: 0.173
High: 0.173
Low: 0.173
Previous Close: 0.178
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.14%
1 Month
  -42.33%
3 Months
  -58.81%
YTD
  -89.58%
1 Year
  -89.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.209 0.163
1M High / 1M Low: 0.300 0.163
6M High / 6M Low: 1.300 0.163
High (YTD): 1/11/2024 1.700
Low (YTD): 9/20/2024 0.163
52W High: 1/11/2024 1.700
52W Low: 9/20/2024 0.163
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.600
Avg. volume 6M:   0.000
Avg. price 1Y:   1.000
Avg. volume 1Y:   0.000
Volatility 1M:   211.20%
Volatility 6M:   171.74%
Volatility 1Y:   130.03%
Volatility 3Y:   -