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UBS Call 91 WDP 20.09.2024/  CH1272031142  /

UBS Investment Bank
2024-06-28  10:13:05 AM Chg.+0.050 Bid10:13:05 AM Ask10:13:05 AM Underlying Strike price Expiration date Option type
1.250EUR +4.17% 1.250
Bid Size: 5,000		 1.300
Ask Size: 5,000		 DISNEY (WALT) CO. 91.00 - 2024-09-20 Call
 

Master data

WKN: UL55VT
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DISNEY (WALT) CO.
Type: Warrant
Option type: Call
Strike price: 91.00 -
Maturity: 2024-09-20
Issue date: 2023-06-15
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.57
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.44
Implied volatility: 0.55
Historic volatility: 0.24
Parity: 0.44
Time value: 0.82
Break-even: 103.60
Moneyness: 1.05
Premium: 0.09
Premium p.a.: 0.43
Spread abs.: 0.06
Spread %: 5.00%
Delta: 0.63
Theta: -0.06
Omega: 4.80
Rho: 0.11
 

Quote data

Open: 1.210
High: 1.250
Low: 1.200
Previous Close: 1.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.79%
1 Month
  -2.34%
3 Months
  -60.69%
YTD  
+43.68%
1 Year  
+2.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.260 1.200
1M High / 1M Low: 1.410 1.070
6M High / 6M Low: 3.230 0.810
High (YTD): 2024-04-02 3.230
Low (YTD): 2024-01-11 0.810
52W High: 2024-04-02 3.230
52W Low: 2023-10-27 0.630
Avg. price 1W:   1.218
Avg. volume 1W:   0.000
Avg. price 1M:   1.214
Avg. volume 1M:   0.000
Avg. price 6M:   1.766
Avg. volume 6M:   0.000
Avg. price 1Y:   1.365
Avg. volume 1Y:   0.000
Volatility 1M:   104.96%
Volatility 6M:   141.06%
Volatility 1Y:   126.75%
Volatility 3Y:   -