UBS Call 116 WDP 20.12.2024
/ CH1251052879
UBS Call 116 WDP 20.12.2024/ CH1251052879 /
| 7/31/2024 9:56:53 PM |
Chg.-0.006 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.135EUR |
-4.26% |
-
Bid Size: - |
-
Ask Size: - |
DISNEY (WALT) CO. |
116.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
UL19TM |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DISNEY (WALT) CO. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
116.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
2/21/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
53.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.24 |
| Parity: |
-2.93 |
| Time value: |
0.16 |
| Break-even: |
117.61 |
| Moneyness: |
0.75 |
| Premium: |
0.36 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.02 |
| Spread %: |
14.18% |
| Delta: |
0.16 |
| Theta: |
-0.02 |
| Omega: |
8.57 |
| Rho: |
0.05 |
Quote data
| Open: |
0.078 |
| High: |
0.150 |
| Low: |
0.076 |
| Previous Close: |
0.141 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-38.07% |
| 3 Months |
|
|
-84.48% |
| YTD |
|
|
-51.79% |
| 1 Year |
|
|
-76.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.141 |
0.065 |
| 1M High / 1M Low: |
0.206 |
0.065 |
| 6M High / 6M Low: |
1.640 |
0.065 |
| High (YTD): |
4/2/2024 |
1.640 |
| Low (YTD): |
7/26/2024 |
0.065 |
| 52W High: |
4/2/2024 |
1.640 |
| 52W Low: |
7/26/2024 |
0.065 |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.656 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.511 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
348.07% |
| Volatility 6M: |
|
241.87% |
| Volatility 1Y: |
|
200.72% |
| Volatility 3Y: |
|
- |
