UBS Call 95 DIS 20.06.2025
/ CH1302921460
UBS Call 95 DIS 20.06.2025/ CH1302921460 /
| 18/10/2024 21:53:17 |
Chg.+0.040 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
+3.81% |
-
Bid Size: - |
-
Ask Size: - |
Walt Disney Co |
95.00 USD |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.14 |
| Time value: |
0.92 |
| Break-even: |
98.33 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
5.12 |
| Rho: |
0.29 |
Quote data
| Open: |
1.080 |
| High: |
1.110 |
| Low: |
1.030 |
| Previous Close: |
1.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.96% |
| 1 Month |
|
|
+23.86% |
| 3 Months |
|
|
-5.22% |
| YTD |
|
|
-0.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.920 |
| 1M High / 1M Low: |
1.090 |
0.840 |
| 6M High / 6M Low: |
2.810 |
0.590 |
| High (YTD): |
02/04/2024 |
3.440 |
| Low (YTD): |
13/08/2024 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.930 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.260 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.25% |
| Volatility 6M: |
|
111.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
