UBS Call 105 WDP 20.09.2024
/ CH1272022398
UBS Call 105 WDP 20.09.2024/ CH1272022398 /
| 2024-07-31 9:56:47 PM |
Chg.-0.003 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.117EUR |
-2.50% |
-
Bid Size: - |
-
Ask Size: - |
DISNEY (WALT) CO. |
105.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL6F2W |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DISNEY (WALT) CO. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.24 |
| Parity: |
-1.83 |
| Time value: |
0.14 |
| Break-even: |
106.41 |
| Moneyness: |
0.83 |
| Premium: |
0.23 |
| Premium p.a.: |
3.33 |
| Spread abs.: |
0.02 |
| Spread %: |
17.50% |
| Delta: |
0.18 |
| Theta: |
-0.04 |
| Omega: |
10.94 |
| Rho: |
0.02 |
Quote data
| Open: |
0.058 |
| High: |
0.136 |
| Low: |
0.055 |
| Previous Close: |
0.120 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+74.63% |
| 1 Month |
|
|
-56.67% |
| 3 Months |
|
|
-90.00% |
| YTD |
|
|
-68.38% |
| 1 Year |
|
|
-83.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.040 |
| 1M High / 1M Low: |
0.243 |
0.040 |
| 6M High / 6M Low: |
2.110 |
0.040 |
| High (YTD): |
2024-04-02 |
2.110 |
| Low (YTD): |
2024-07-26 |
0.040 |
| 52W High: |
2024-04-02 |
2.110 |
| 52W Low: |
2024-07-26 |
0.040 |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.168 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.862 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.660 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
547.65% |
| Volatility 6M: |
|
293.89% |
| Volatility 1Y: |
|
233.66% |
| Volatility 3Y: |
|
- |
