UBS Call 89 WDP 20.12.2024
/ CH1259655632
UBS Call 89 WDP 20.12.2024/ CH1259655632 /
| 13/11/2024 15:48:17 |
Chg.-0.050 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
-4.03% |
-
Bid Size: - |
-
Ask Size: - |
DISNEY (WALT) CO. |
89.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
06/06/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.23 |
| Parity: |
0.61 |
| Time value: |
0.58 |
| Break-even: |
100.90 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
-0.06 |
| Spread %: |
-4.80% |
| Delta: |
0.66 |
| Theta: |
-0.11 |
| Omega: |
5.30 |
| Rho: |
0.05 |
Quote data
| Open: |
1.210 |
| High: |
1.240 |
| Low: |
1.150 |
| Previous Close: |
1.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.19% |
| 1 Month |
|
|
+46.91% |
| 3 Months |
|
|
+183.33% |
| YTD |
|
|
+3.48% |
| 1 Year |
|
|
-7.03% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
1.060 |
| 1M High / 1M Low: |
1.240 |
0.790 |
| 6M High / 6M Low: |
1.960 |
0.420 |
| High (YTD): |
02/04/2024 |
3.560 |
| Low (YTD): |
13/08/2024 |
0.420 |
| 52W High: |
02/04/2024 |
3.560 |
| 52W Low: |
13/08/2024 |
0.420 |
| Avg. price 1W: |
|
1.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.949 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.024 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.521 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
129.96% |
| Volatility 6M: |
|
136.05% |
| Volatility 1Y: |
|
126.67% |
| Volatility 3Y: |
|
- |
