  The optical-UV and X-ray instruments on-board XMM-Ndewton provide an
excellent opportunity to perform simultaneous observations of violently
variable objects over a broad wavelength range. The UV and X-ray bright BL Lac
object PKS 2155-304 has been repeatedly observed with XMM-Ndewton about twice
per year. In this paper, we present a detailed analysis of the simultaneous
multiwavelength variability of the source from optical to X-rays, based on the
currently available XMM-Ndewton observations. These observations probed the
intra-day multiwavelength variability at optical-UV and X-ray wavelengths of
the source. The UV variability amplitude is substantially smaller than the
X-ray one, and the hardness ratios of the UV to X-rays correlates with the
X-ray fluxes: the brighter the source, the flatter the UV-X-ray spectra. On
2000 May 30-31 the UV and X-ray light curves were weakly correlated, while the
UV variations followed the X-ray ones with no detectable lags on 2000 November
19-21. On 2001 November 30 the source exhibited a major X-ray flare that was
not detected in the optical. The intra-day UV and X-ray variability presented
here is not similar to the inter-day UV and X-ray variability obtained from the
previous coordinated extensive multiwavelength campaigns on the source,
indicating that different ``modes'' of variability might be operating in PKS
2155-304 on different timescales or from epoch to epoch.
