Market Closed - Bid/Ask 11:20:00 2024-05-06 EDT | After market 11:15:00 | |||
0.02 CHF | -9.09% | 0.011 | -45.00% |
Current month | -9.09% | ||
3 months | -58.33% |
Comparison chart between the derivative product and it's underlying value
Static data
Product type | Warrants |
---|---|
Buy / Sell | PUT |
Underlying | UBS GROUP AG |
Issuer | Vontobel |
WUBBJV | |
ISIN | CH1274800346 |
Date issued | 2023-07-25 |
Strike | 19 CHF |
Maturity | 2024-06-21 (21 Days) |
Parity | 5 : 1 |
Emission price | 0.43 CHF |
Emission volume | N/A |
Settlement | physique |
Currency | CHF |
Technical Indicators
Highest since issue | 0.42 CHF |
---|---|
Lowest since issue | 0.02 CHF |
Delta | -0.02x |
Omega | 11.64 |
Premium | 33.5x |
Gearing | 518x |
Moneyness | 0.6669 |
Difference Strike | -9.49 CHF |
Difference Strike % | -49.95% |
Spread | 0.018 CHF |
Spread % | 90.00% |
Theoretical value | 0.0110 |
Implied Volatility | 89.16 % |
Total Loss Probability | 96.34 % |
Intrinsic value | 0.000000 |
Present value | 0.0110 |
Break even | 18.95 CHF |
Theta | -0.01x |
Vega | 0x |
Rho | -0x |
Company Profile
Consensus: UBS Group AG
- Stock Market
- Warrants
- WUBBJV Warrant