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UBS Call 105 WDP 20.12.2024/  CH1251052804  /

UBS Investment Bank
13/11/2024  15:05:55 Chg.-0.052 Bid15:05:55 Ask- Underlying Strike price Expiration date Option type
0.218EUR -19.26% 0.218
Bid Size: 10,000		 -
Ask Size: -		 DISNEY (WALT) CO. 105.00 - 20/12/2024 Call
 

Master data

WKN: UL15HA
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DISNEY (WALT) CO.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.54
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.23
Parity: -0.99
Time value: 0.23
Break-even: 107.29
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 2.28
Spread abs.: -0.04
Spread %: -15.19%
Delta: 0.28
Theta: -0.07
Omega: 11.75
Rho: 0.02
 

Quote data

Open: 0.240
High: 0.260
Low: 0.183
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.34%
1 Month  
+59.12%
3 Months  
+150.57%
YTD
  -58.08%
1 Year
  -65.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.187
1M High / 1M Low: 0.270 0.126
6M High / 6M Low: 0.950 0.074
High (YTD): 02/04/2024 2.340
Low (YTD): 06/09/2024 0.074
52W High: 02/04/2024 2.340
52W Low: 06/09/2024 0.074
Avg. price 1W:   0.219
Avg. volume 1W:   0.000
Avg. price 1M:   0.173
Avg. volume 1M:   0.000
Avg. price 6M:   0.325
Avg. volume 6M:   0.000
Avg. price 1Y:   0.723
Avg. volume 1Y:   0.000
Volatility 1M:   270.83%
Volatility 6M:   231.02%
Volatility 1Y:   201.05%
Volatility 3Y:   -