UBS Call 102 WDP 20.12.2024
/ CH1251052788
UBS Call 102 WDP 20.12.2024/ CH1251052788 /
| 2024-07-31 9:56:41 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
-2.44% |
-
Bid Size: - |
-
Ask Size: - |
DISNEY (WALT) CO. |
102.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL1VHV |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DISNEY (WALT) CO. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
102.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.24 |
| Parity: |
-1.53 |
| Time value: |
0.43 |
| Break-even: |
106.30 |
| Moneyness: |
0.85 |
| Premium: |
0.23 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
0.33 |
| Theta: |
-0.03 |
| Omega: |
6.67 |
| Rho: |
0.09 |
Quote data
| Open: |
0.350 |
| High: |
0.440 |
| Low: |
0.340 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
-35.48% |
| 3 Months |
|
|
-74.84% |
| YTD |
|
|
-34.43% |
| 1 Year |
|
|
-56.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.250 |
| 1M High / 1M Low: |
0.590 |
0.250 |
| 6M High / 6M Low: |
2.560 |
0.250 |
| High (YTD): |
2024-04-02 |
2.560 |
| Low (YTD): |
2024-07-26 |
0.250 |
| 52W High: |
2024-04-02 |
2.560 |
| 52W Low: |
2024-07-26 |
0.250 |
| Avg. price 1W: |
|
0.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.465 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.248 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.971 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
207.36% |
| Volatility 6M: |
|
170.58% |
| Volatility 1Y: |
|
148.83% |
| Volatility 3Y: |
|
- |
