UBS Call 87 WDP 20.12.2024
/ CH1259655624
UBS Call 87 WDP 20.12.2024/ CH1259655624 /
| 06/09/2024 21:52:02 |
Chg.-0.030 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-5.17% |
-
Bid Size: - |
-
Ask Size: - |
DISNEY (WALT) CO. |
87.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
06/06/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.24 |
| Parity: |
-0.77 |
| Time value: |
0.61 |
| Break-even: |
93.10 |
| Moneyness: |
0.91 |
| Premium: |
0.17 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.06 |
| Spread %: |
10.91% |
| Delta: |
0.44 |
| Theta: |
-0.04 |
| Omega: |
5.68 |
| Rho: |
0.08 |
Quote data
| Open: |
0.600 |
| High: |
0.630 |
| Low: |
0.550 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.54% |
| 1 Month |
|
|
-1.79% |
| 3 Months |
|
|
-68.02% |
| YTD |
|
|
-56.00% |
| 1 Year |
|
|
-46.60% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.550 |
| 1M High / 1M Low: |
0.790 |
0.500 |
| 6M High / 6M Low: |
3.720 |
0.500 |
| High (YTD): |
02/04/2024 |
3.720 |
| Low (YTD): |
13/08/2024 |
0.500 |
| 52W High: |
02/04/2024 |
3.720 |
| 52W Low: |
13/08/2024 |
0.500 |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.636 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.829 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.680 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
124.13% |
| Volatility 6M: |
|
116.83% |
| Volatility 1Y: |
|
117.49% |
| Volatility 3Y: |
|
- |
