UBS Call 110 WDP 20.12.2024
/ CH1251052838
UBS Call 110 WDP 20.12.2024/ CH1251052838 /
7/31/2024 9:56:57 PM |
Chg.-0.008 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.217EUR |
-3.56% |
- Bid Size: - |
- Ask Size: - |
DISNEY (WALT) CO. |
110.00 - |
12/20/2024 |
Call |
Master data
WKN: |
UL1ZTL |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DISNEY (WALT) CO. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 - |
Maturity: |
12/20/2024 |
Issue date: |
2/21/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
35.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.24 |
Parity: |
-2.33 |
Time value: |
0.25 |
Break-even: |
112.45 |
Moneyness: |
0.79 |
Premium: |
0.30 |
Premium p.a.: |
0.95 |
Spread abs.: |
0.02 |
Spread %: |
8.89% |
Delta: |
0.22 |
Theta: |
-0.02 |
Omega: |
7.82 |
Rho: |
0.06 |
Quote data
Open: |
0.162 |
High: |
0.241 |
Low: |
0.157 |
Previous Close: |
0.225 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+48.63% |
1 Month |
|
|
-38.00% |
3 Months |
|
|
-80.96% |
YTD |
|
|
-45.75% |
1 Year |
|
|
-69.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.225 |
0.122 |
1M High / 1M Low: |
0.330 |
0.122 |
6M High / 6M Low: |
2.010 |
0.122 |
High (YTD): |
4/2/2024 |
2.010 |
Low (YTD): |
7/26/2024 |
0.122 |
52W High: |
4/2/2024 |
2.010 |
52W Low: |
7/26/2024 |
0.122 |
Avg. price 1W: |
|
0.164 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.252 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.873 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.678 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
258.01% |
Volatility 6M: |
|
206.54% |
Volatility 1Y: |
|
176.24% |
Volatility 3Y: |
|
- |