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UBS Call 89 WDP 20.12.2024/  CH1259655632  /

UBS Investment Bank
9/17/2024  6:05:54 PM Chg.+0.030 Bid6:05:54 PM Ask6:05:54 PM Underlying Strike price Expiration date Option type
0.680EUR +4.62% 0.680
Bid Size: 25,000		 0.740
Ask Size: 25,000		 DISNEY (WALT) CO. 89.00 - 12/20/2024 Call
 

Master data

WKN: UL56R4
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DISNEY (WALT) CO.
Type: Warrant
Option type: Call
Strike price: 89.00 -
Maturity: 12/20/2024
Issue date: 6/6/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.62
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.23
Parity: -0.65
Time value: 0.71
Break-even: 96.10
Moneyness: 0.93
Premium: 0.16
Premium p.a.: 0.81
Spread abs.: 0.06
Spread %: 9.23%
Delta: 0.46
Theta: -0.05
Omega: 5.39
Rho: 0.08
 

Quote data

Open: 0.650
High: 0.730
Low: 0.650
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.00%
1 Month  
+19.30%
3 Months
  -56.96%
YTD
  -40.87%
1 Year
  -41.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.480
1M High / 1M Low: 0.670 0.460
6M High / 6M Low: 3.560 0.420
High (YTD): 4/2/2024 3.560
Low (YTD): 8/13/2024 0.420
52W High: 4/2/2024 3.560
52W Low: 8/13/2024 0.420
Avg. price 1W:   0.552
Avg. volume 1W:   0.000
Avg. price 1M:   0.563
Avg. volume 1M:   0.000
Avg. price 6M:   1.591
Avg. volume 6M:   0.000
Avg. price 1Y:   1.548
Avg. volume 1Y:   0.000
Volatility 1M:   122.37%
Volatility 6M:   125.76%
Volatility 1Y:   123.99%
Volatility 3Y:   -