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: |
|
- |
