UBS Call 91 WDP 20.09.2024
/ CH1272031142
UBS Call 91 WDP 20.09.2024/ CH1272031142 /
14/08/2024 21:56:52 |
Chg.+0.009 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.088EUR |
+11.39% |
- Bid Size: - |
- Ask Size: - |
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: |
78.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.24 |
Parity: |
-1.32 |
Time value: |
0.10 |
Break-even: |
91.99 |
Moneyness: |
0.86 |
Premium: |
0.18 |
Premium p.a.: |
4.19 |
Spread abs.: |
0.02 |
Spread %: |
25.32% |
Delta: |
0.17 |
Theta: |
-0.04 |
Omega: |
13.43 |
Rho: |
0.01 |
Quote data
Open: |
0.020 |
High: |
0.099 |
Low: |
0.020 |
Previous Close: |
0.079 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.60% |
1 Month |
|
|
-89.40% |
3 Months |
|
|
-94.36% |
YTD |
|
|
-89.89% |
1 Year |
|
|
-92.41% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.125 |
0.079 |
1M High / 1M Low: |
0.920 |
0.079 |
6M High / 6M Low: |
3.230 |
0.079 |
High (YTD): |
02/04/2024 |
3.230 |
Low (YTD): |
13/08/2024 |
0.079 |
52W High: |
02/04/2024 |
3.230 |
52W Low: |
13/08/2024 |
0.079 |
Avg. price 1W: |
|
0.097 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.458 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.611 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.293 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
345.29% |
Volatility 6M: |
|
171.81% |
Volatility 1Y: |
|
160.35% |
Volatility 3Y: |
|
- |