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UBS Call 91 WDP 20.09.2024/  CH1272031142  /

UBS Investment Bank
16/07/2024  14:08:18 Chg.-0.030 Bid14:08:18 Ask14:08:18 Underlying Strike price Expiration date Option type
0.770EUR -3.75% 0.770
Bid Size: 20,000		 0.880
Ask Size: 20,000		 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: 10.84
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.24
Parity: -0.21
Time value: 0.82
Break-even: 99.20
Moneyness: 0.98
Premium: 0.12
Premium p.a.: 0.84
Spread abs.: 0.02
Spread %: 2.50%
Delta: 0.52
Theta: -0.07
Omega: 5.67
Rho: 0.07
 

Quote data

Open: 0.760
High: 0.780
Low: 0.740
Previous Close: 0.800
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.94%
1 Month
  -29.36%
3 Months
  -68.70%
YTD
  -11.49%
1 Year
  -32.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.790
1M High / 1M Low: 1.260 0.790
6M High / 6M Low: 3.230 0.790
High (YTD): 02/04/2024 3.230
Low (YTD): 11/07/2024 0.790
52W High: 02/04/2024 3.230
52W Low: 27/10/2023 0.630
Avg. price 1W:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   1.007
Avg. volume 1M:   0.000
Avg. price 6M:   1.763
Avg. volume 6M:   0.000
Avg. price 1Y:   1.348
Avg. volume 1Y:   0.000
Volatility 1M:   85.51%
Volatility 6M:   139.05%
Volatility 1Y:   127.81%
Volatility 3Y:   -