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UBS Call 91 WDP 20.12.2024/  CH1258243919  /

UBS Investment Bank
2024-07-08  2:38:51 PM Chg.-0.030 Bid2:38:51 PM Ask2:38:51 PM Underlying Strike price Expiration date Option type
1.070EUR -2.73% 1.070
Bid Size: 20,000		 1.220
Ask Size: 20,000		 DISNEY (WALT) CO. 91.00 - 2024-12-20 Call
 

Master data

WKN: UL2SXX
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: DISNEY (WALT) CO.
Type: Warrant
Option type: Call
Strike price: 91.00 -
Maturity: 2024-12-20
Issue date: 2023-03-22
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.80
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.24
Parity: -0.05
Time value: 1.16
Break-even: 102.60
Moneyness: 0.99
Premium: 0.13
Premium p.a.: 0.32
Spread abs.: 0.06
Spread %: 5.45%
Delta: 0.58
Theta: -0.04
Omega: 4.49
Rho: 0.18
 

Quote data

Open: 1.070
High: 1.080
Low: 1.040
Previous Close: 1.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.46%
1 Month
  -25.17%
3 Months
  -62.72%
YTD  
+1.90%
1 Year
  -20.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.150 1.100
1M High / 1M Low: 1.520 1.100
6M High / 6M Low: 3.400 0.980
High (YTD): 2024-04-02 3.400
Low (YTD): 2024-01-10 0.980
52W High: 2024-04-02 3.400
52W Low: 2023-10-27 0.780
Avg. price 1W:   1.118
Avg. volume 1W:   0.000
Avg. price 1M:   1.332
Avg. volume 1M:   0.000
Avg. price 6M:   1.959
Avg. volume 6M:   0.000
Avg. price 1Y:   1.537
Avg. volume 1Y:   0.000
Volatility 1M:   82.33%
Volatility 6M:   124.38%
Volatility 1Y:   112.42%
Volatility 3Y:   -