UBS Call 90 WDP 20.12.2024
/ CH1259655640
UBS Call 90 WDP 20.12.2024/ CH1259655640 /
| 2024-07-31 9:56:53 PM |
Chg.-0.020 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-2.15% |
-
Bid Size: - |
-
Ask Size: - |
DISNEY (WALT) CO. |
90.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL585V |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DISNEY (WALT) CO. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.24 |
| Parity: |
-0.33 |
| Time value: |
0.95 |
| Break-even: |
99.50 |
| Moneyness: |
0.96 |
| Premium: |
0.15 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
2.15% |
| Delta: |
0.53 |
| Theta: |
-0.04 |
| Omega: |
4.83 |
| Rho: |
0.14 |
Quote data
| Open: |
0.860 |
| High: |
0.980 |
| Low: |
0.850 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.88% |
| 1 Month |
|
|
-28.91% |
| 3 Months |
|
|
-62.40% |
| YTD |
|
|
-15.74% |
| 1 Year |
|
|
-35.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.660 |
| 1M High / 1M Low: |
1.220 |
0.660 |
| 6M High / 6M Low: |
3.480 |
0.660 |
| High (YTD): |
2024-04-02 |
3.480 |
| Low (YTD): |
2024-07-26 |
0.660 |
| 52W High: |
2024-04-02 |
3.480 |
| 52W Low: |
2024-07-26 |
0.660 |
| Avg. price 1W: |
|
0.752 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.993 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.567 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
141.99% |
| Volatility 6M: |
|
125.91% |
| Volatility 1Y: |
|
114.62% |
| Volatility 3Y: |
|
- |
