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UBS Call 91 WDP 20.09.2024/  CH1272031142  /

UBS Investment Bank
28/06/2024  10:03:19 Chg.+0.040 Bid10:03:19 Ask10:03:19 Underlying Strike price Expiration date Option type
1.240EUR +3.33% 1.240
Bid Size: 25,000		 1.310
Ask Size: 25,000		 DISNEY (WALT) CO. 91.00 - 20/09/2024 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: 20/09/2024
Issue date: 15/06/2023
Last trading day: 19/09/2024
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: 1.240
Low: 1.200
Previous Close: 1.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.59%
1 Month
  -3.13%
3 Months
  -61.01%
YTD  
+42.53%
1 Year  
+1.64%
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): 02/04/2024 3.230
Low (YTD): 11/01/2024 0.810
52W High: 02/04/2024 3.230
52W Low: 27/10/2023 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:   -