UBS Call 91 WDP 20.12.2024
/ CH1258243919
UBS Call 91 WDP 20.12.2024/ CH1258243919 /
| 10/10/2024 12:12:05 |
Chg.+0.010 |
Bid12:12:05 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+1.59% |
0.640
Bid Size: 20,000 |
-
Ask Size: - |
DISNEY (WALT) CO. |
91.00 - |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
22/03/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.23 |
| Parity: |
-0.55 |
| Time value: |
0.63 |
| Break-even: |
97.30 |
| Moneyness: |
0.94 |
| Premium: |
0.14 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.46 |
| Theta: |
-0.06 |
| Omega: |
6.22 |
| Rho: |
0.06 |
Quote data
| Open: |
0.620 |
| High: |
0.650 |
| Low: |
0.610 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.23% |
| 1 Month |
|
|
+56.10% |
| 3 Months |
|
|
-38.46% |
| YTD |
|
|
-39.05% |
| 1 Year |
|
|
-39.05% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.560 |
| 1M High / 1M Low: |
0.780 |
0.400 |
| 6M High / 6M Low: |
2.910 |
0.350 |
| High (YTD): |
02/04/2024 |
3.400 |
| Low (YTD): |
13/08/2024 |
0.350 |
| 52W High: |
02/04/2024 |
3.400 |
| 52W Low: |
13/08/2024 |
0.350 |
| Avg. price 1W: |
|
0.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.183 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.412 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
147.98% |
| Volatility 6M: |
|
141.05% |
| Volatility 1Y: |
|
132.68% |
| Volatility 3Y: |
|
- |
