UBS Call 95 WDP 20.12.2024
/ CH1255656634
UBS Call 95 WDP 20.12.2024/ CH1255656634 /
06/09/2024 21:54:43 |
Chg.-0.014 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.246EUR |
-5.38% |
- Bid Size: - |
- Ask Size: - |
DISNEY (WALT) CO. |
95.00 - |
20/12/2024 |
Call |
Master data
WKN: |
UL3JCX |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DISNEY (WALT) CO. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 - |
Maturity: |
20/12/2024 |
Issue date: |
13/03/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
25.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.46 |
Historic volatility: |
0.24 |
Parity: |
-1.57 |
Time value: |
0.31 |
Break-even: |
98.10 |
Moneyness: |
0.84 |
Premium: |
0.24 |
Premium p.a.: |
1.11 |
Spread abs.: |
0.06 |
Spread %: |
26.02% |
Delta: |
0.29 |
Theta: |
-0.03 |
Omega: |
7.32 |
Rho: |
0.06 |
Quote data
Open: |
0.280 |
High: |
0.300 |
Low: |
0.246 |
Previous Close: |
0.260 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-27.65% |
1 Month |
|
|
-12.14% |
3 Months |
|
|
-79.15% |
YTD |
|
|
-71.40% |
1 Year |
|
|
-66.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.246 |
1M High / 1M Low: |
0.400 |
0.236 |
6M High / 6M Low: |
3.080 |
0.236 |
High (YTD): |
02/04/2024 |
3.080 |
Low (YTD): |
13/08/2024 |
0.236 |
52W High: |
02/04/2024 |
3.080 |
52W Low: |
13/08/2024 |
0.236 |
Avg. price 1W: |
|
0.271 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.305 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.323 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.224 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
158.69% |
Volatility 6M: |
|
145.49% |
Volatility 1Y: |
|
142.25% |
Volatility 3Y: |
|
- |