UBS Call 95 DIS 20.06.2025
/ CH1302921460
UBS Call 95 DIS 20.06.2025/ CH1302921460 /
| 2024-09-18 9:07:05 AM |
Chg.-0.010 |
Bid9:07:05 AM |
Ask9:07:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-1.19% |
0.830
Bid Size: 10,000 |
0.920
Ask Size: 10,000 |
Walt Disney Co |
95.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
UL9BD0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
-0.19 |
| Time value: |
0.90 |
| Break-even: |
94.42 |
| Moneyness: |
0.98 |
| Premium: |
0.13 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.06 |
| Spread %: |
7.14% |
| Delta: |
0.56 |
| Theta: |
-0.02 |
| Omega: |
5.17 |
| Rho: |
0.28 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.840 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.69% |
| 1 Month |
|
|
+15.28% |
| 3 Months |
|
|
-46.79% |
| YTD |
|
|
-24.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.650 |
| 1M High / 1M Low: |
0.840 |
0.630 |
| 6M High / 6M Low: |
3.440 |
0.590 |
| High (YTD): |
2024-04-02 |
3.440 |
| Low (YTD): |
2024-08-13 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.600 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.85% |
| Volatility 6M: |
|
106.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
