UBS Call 106 WDP 20.12.2024
/ CH1251052812
UBS Call 106 WDP 20.12.2024/ CH1251052812 /
| 2024-07-31 9:51:23 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-3.23% |
-
Bid Size: - |
-
Ask Size: - |
DISNEY (WALT) CO. |
106.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL10ZT |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DISNEY (WALT) CO. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
106.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.24 |
| Parity: |
-1.93 |
| Time value: |
0.33 |
| Break-even: |
109.30 |
| Moneyness: |
0.82 |
| Premium: |
0.26 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.02 |
| Spread %: |
6.45% |
| Delta: |
0.27 |
| Theta: |
-0.03 |
| Omega: |
7.20 |
| Rho: |
0.08 |
Quote data
| Open: |
0.242 |
| High: |
0.330 |
| Low: |
0.238 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+48.51% |
| 1 Month |
|
|
-36.17% |
| 3 Months |
|
|
-77.78% |
| YTD |
|
|
-40.00% |
| 1 Year |
|
|
-62.96% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.178 |
| 1M High / 1M Low: |
0.440 |
0.178 |
| 6M High / 6M Low: |
2.270 |
0.178 |
| High (YTD): |
2024-04-02 |
2.270 |
| Low (YTD): |
2024-07-26 |
0.178 |
| 52W High: |
2024-04-02 |
2.270 |
| 52W Low: |
2024-07-26 |
0.178 |
| Avg. price 1W: |
|
0.229 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.344 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.049 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.814 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
226.72% |
| Volatility 6M: |
|
186.42% |
| Volatility 1Y: |
|
161.11% |
| Volatility 3Y: |
|
- |
