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UBS Call 118 WDP 20.12.2024/  CH1251052887  /

UBS Investment Bank
7/16/2024  2:10:25 PM Chg.-0.037 Bid2:10:25 PM Ask2:10:25 PM Underlying Strike price Expiration date Option type
0.112EUR -24.83% 0.112
Bid Size: 20,000		 0.213
Ask Size: 20,000		 DISNEY (WALT) CO. 118.00 - 12/20/2024 Call
 

Master data

WKN: UL17NG
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DISNEY (WALT) CO.
Type: Warrant
Option type: Call
Strike price: 118.00 -
Maturity: 12/20/2024
Issue date: 2/21/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 52.29
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.24
Parity: -2.91
Time value: 0.17
Break-even: 119.70
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 1.00
Spread abs.: 0.02
Spread %: 14.09%
Delta: 0.16
Theta: -0.02
Omega: 8.60
Rho: 0.06
 

Quote data

Open: 0.092
High: 0.112
Low: 0.089
Previous Close: 0.149
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.85%
1 Month
  -52.94%
3 Months
  -88.69%
YTD
  -55.20%
1 Year
  -76.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.154 0.129
1M High / 1M Low: 0.280 0.128
6M High / 6M Low: 1.530 0.128
High (YTD): 4/2/2024 1.530
Low (YTD): 7/4/2024 0.128
52W High: 4/2/2024 1.530
52W Low: 7/4/2024 0.128
Avg. price 1W:   0.141
Avg. volume 1W:   0.000
Avg. price 1M:   0.196
Avg. volume 1M:   0.000
Avg. price 6M:   0.614
Avg. volume 6M:   0.000
Avg. price 1Y:   0.478
Avg. volume 1Y:   0.000
Volatility 1M:   174.60%
Volatility 6M:   220.60%
Volatility 1Y:   189.75%
Volatility 3Y:   -