UBS Call 87 WDP 20.12.2024
/ CH1259655624
UBS Call 87 WDP 20.12.2024/ CH1259655624 /
2024-07-31 9:56:33 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.090EUR |
-1.80% |
- Bid Size: - |
- Ask Size: - |
DISNEY (WALT) CO. |
87.00 - |
2024-12-20 |
Call |
Master data
WKN: |
UL6DTR |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DISNEY (WALT) CO. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
87.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-06-06 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.57 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.24 |
Parity: |
-0.03 |
Time value: |
1.13 |
Break-even: |
98.30 |
Moneyness: |
1.00 |
Premium: |
0.13 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.02 |
Spread %: |
1.80% |
Delta: |
0.58 |
Theta: |
-0.04 |
Omega: |
4.42 |
Rho: |
0.15 |
Quote data
Open: |
1.040 |
High: |
1.160 |
Low: |
1.030 |
Previous Close: |
1.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+29.76% |
1 Month |
|
|
-26.35% |
3 Months |
|
|
-58.87% |
YTD |
|
|
-12.80% |
1 Year |
|
|
-29.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.110 |
0.810 |
1M High / 1M Low: |
1.430 |
0.810 |
6M High / 6M Low: |
3.720 |
0.810 |
High (YTD): |
2024-04-02 |
3.720 |
Low (YTD): |
2024-07-26 |
0.810 |
52W High: |
2024-04-02 |
3.720 |
52W Low: |
2024-07-26 |
0.810 |
Avg. price 1W: |
|
0.912 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.211 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.210 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.751 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
129.94% |
Volatility 6M: |
|
116.43% |
Volatility 1Y: |
|
107.08% |
Volatility 3Y: |
|
- |