UBS Call 89 WDP 20.12.2024
/ CH1259655632
UBS Call 89 WDP 20.12.2024/ CH1259655632 /
2024-07-31 9:56:33 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
-1.02% |
- Bid Size: - |
- Ask Size: - |
DISNEY (WALT) CO. |
89.00 - |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-06-06 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.24 |
Parity: |
-0.23 |
Time value: |
1.00 |
Break-even: |
99.00 |
Moneyness: |
0.97 |
Premium: |
0.14 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.02 |
Spread %: |
2.04% |
Delta: |
0.54 |
Theta: |
-0.04 |
Omega: |
4.72 |
Rho: |
0.14 |
Quote data
Open: |
0.920 |
High: |
1.040 |
Low: |
0.910 |
Previous Close: |
0.980 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+32.88% |
1 Month |
|
|
-27.61% |
3 Months |
|
|
-61.20% |
YTD |
|
|
-15.65% |
1 Year |
|
|
-32.64% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.710 |
1M High / 1M Low: |
1.290 |
0.710 |
6M High / 6M Low: |
3.560 |
0.710 |
High (YTD): |
2024-04-02 |
3.560 |
Low (YTD): |
2024-07-26 |
0.710 |
52W High: |
2024-04-02 |
3.560 |
52W Low: |
2024-07-26 |
0.710 |
Avg. price 1W: |
|
0.800 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.084 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.064 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.630 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
134.76% |
Volatility 6M: |
|
122.13% |
Volatility 1Y: |
|
111.42% |
Volatility 3Y: |
|
- |