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: |
|
- |
