UBS Call 97 WDP 20.12.2024
/ CH1255642865
UBS Call 97 WDP 20.12.2024/ CH1255642865 /
| 2024-07-31 9:55:09 PM |
Chg.-0.010 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-1.69% |
-
Bid Size: - |
-
Ask Size: - |
DISNEY (WALT) CO. |
97.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL3ENJ |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
DISNEY (WALT) CO. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
97.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-03-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.24 |
| Parity: |
-1.03 |
| Time value: |
0.61 |
| Break-even: |
103.10 |
| Moneyness: |
0.89 |
| Premium: |
0.19 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.02 |
| Spread %: |
3.39% |
| Delta: |
0.41 |
| Theta: |
-0.04 |
| Omega: |
5.87 |
| Rho: |
0.12 |
Quote data
| Open: |
0.520 |
| High: |
0.630 |
| Low: |
0.520 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.46% |
| 1 Month |
|
|
-32.56% |
| 3 Months |
|
|
-69.79% |
| YTD |
|
|
-26.58% |
| 1 Year |
|
|
-47.75% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.390 |
| 1M High / 1M Low: |
0.810 |
0.390 |
| 6M High / 6M Low: |
2.930 |
0.390 |
| High (YTD): |
2024-04-02 |
2.930 |
| Low (YTD): |
2024-07-26 |
0.390 |
| 52W High: |
2024-04-02 |
2.930 |
| 52W Low: |
2024-07-26 |
0.390 |
| Avg. price 1W: |
|
0.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.660 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.533 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.197 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
170.66% |
| Volatility 6M: |
|
148.76% |
| Volatility 1Y: |
|
132.66% |
| Volatility 3Y: |
|
- |
