UBS Call 90 DIS 17.01.2025
/ CH1304646586
UBS Call 90 DIS 17.01.2025/ CH1304646586 /
| 18/10/2024 21:52:45 |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+4.26% |
-
Bid Size: - |
-
Ask Size: - |
Walt Disney Co |
90.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL9AYA |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.60 |
| Time value: |
0.35 |
| Break-even: |
92.61 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
6.70 |
| Rho: |
0.14 |
Quote data
| Open: |
0.960 |
| High: |
1.000 |
| Low: |
0.910 |
| Previous Close: |
0.940 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.99% |
| 1 Month |
|
|
+28.95% |
| 3 Months |
|
|
-9.26% |
| YTD |
|
|
-14.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.790 |
| 1M High / 1M Low: |
0.980 |
0.700 |
| 6M High / 6M Low: |
2.860 |
0.450 |
| High (YTD): |
02/04/2024 |
3.510 |
| Low (YTD): |
13/08/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.898 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.811 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.195 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.83% |
| Volatility 6M: |
|
131.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
