UBS Call 97 WDP 20.09.2024
/ CH1272031175
UBS Call 97 WDP 20.09.2024/ CH1272031175 /
| 2024-07-31 9:51:37 PM |
Chg.0.000 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
DISNEY (WALT) CO. |
97.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL6BW1 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DISNEY (WALT) CO. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.24 |
| Parity: |
-1.03 |
| Time value: |
0.34 |
| Break-even: |
100.40 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
1.85 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.33 |
| Theta: |
-0.06 |
| Omega: |
8.45 |
| Rho: |
0.04 |
Quote data
| Open: |
0.260 |
| High: |
0.360 |
| Low: |
0.250 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
-46.67% |
| 3 Months |
|
|
-81.29% |
| YTD |
|
|
-48.39% |
| 1 Year |
|
|
-66.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.162 |
| 1M High / 1M Low: |
0.560 |
0.162 |
| 6M High / 6M Low: |
2.730 |
0.162 |
| High (YTD): |
2024-04-02 |
2.730 |
| Low (YTD): |
2024-07-26 |
0.162 |
| 52W High: |
2024-04-02 |
2.730 |
| 52W Low: |
2024-07-26 |
0.162 |
| Avg. price 1W: |
|
0.222 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.412 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.307 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.002 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
292.44% |
| Volatility 6M: |
|
195.68% |
| Volatility 1Y: |
|
167.48% |
| Volatility 3Y: |
|
- |
