UBS Call 102 DIS 17.01.2025
/ CH1306618732
UBS Call 102 DIS 17.01.2025/ CH1306618732 /
| 18/10/2024 21:54:43 |
Chg.+0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+8.57% |
-
Bid Size: - |
-
Ask Size: - |
Walt Disney Co |
102.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL9ZQX |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
16/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-0.50 |
| Time value: |
0.36 |
| Break-even: |
97.79 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.41 |
| Theta: |
-0.03 |
| Omega: |
10.06 |
| Rho: |
0.08 |
Quote data
| Open: |
0.370 |
| High: |
0.380 |
| Low: |
0.330 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.03% |
| 1 Month |
|
|
+35.71% |
| 3 Months |
|
|
-28.30% |
| YTD |
|
|
-42.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.280 |
| 1M High / 1M Low: |
0.360 |
0.244 |
| 6M High / 6M Low: |
1.990 |
0.155 |
| High (YTD): |
02/04/2024 |
2.610 |
| Low (YTD): |
06/09/2024 |
0.155 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.323 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.626 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.23% |
| Volatility 6M: |
|
174.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
