OverviewChartNewsTraderScreen

UBS Call 115 WDP 20.12.2024/  CH1251052861  /

UBS Investment Bank
08/07/2024  14:49:08 Chg.-0.038 Bid14:49:08 Ask14:49:08 Underlying Strike price Expiration date Option type
0.156EUR -19.59% 0.156
Bid Size: 20,000		 0.310
Ask Size: 20,000		 DISNEY (WALT) CO. 115.00 - 20/12/2024 Call
 

Master data

WKN: UL1P5M
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DISNEY (WALT) CO.
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 20/12/2024
Issue date: 21/02/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.21
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -2.45
Time value: 0.25
Break-even: 117.50
Moneyness: 0.79
Premium: 0.30
Premium p.a.: 0.78
Spread abs.: 0.06
Spread %: 28.87%
Delta: 0.22
Theta: -0.02
Omega: 7.91
Rho: 0.08
 

Quote data

Open: 0.162
High: 0.167
Low: 0.131
Previous Close: 0.194
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.77%
1 Month
  -52.73%
3 Months
  -88.00%
YTD
  -48.00%
1 Year
  -71.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.175
1M High / 1M Low: 0.370 0.175
6M High / 6M Low: 1.700 0.175
High (YTD): 02/04/2024 1.700
Low (YTD): 04/07/2024 0.175
52W High: 02/04/2024 1.700
52W Low: 04/07/2024 0.175
Avg. price 1W:   0.195
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   0.716
Avg. volume 6M:   0.000
Avg. price 1Y:   0.559
Avg. volume 1Y:   0.000
Volatility 1M:   161.19%
Volatility 6M:   215.33%
Volatility 1Y:   178.82%
Volatility 3Y:   -