UBS Call 97 WDP 20.12.2024
/ CH1255642865
UBS Call 97 WDP 20.12.2024/ CH1255642865 /
8/14/2024 9:56:52 PM |
Chg.+0.007 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.201EUR |
+3.61% |
- Bid Size: - |
- Ask Size: - |
DISNEY (WALT) CO. |
97.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
3/13/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
36.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.24 |
Parity: |
-1.92 |
Time value: |
0.21 |
Break-even: |
99.14 |
Moneyness: |
0.80 |
Premium: |
0.27 |
Premium p.a.: |
0.99 |
Spread abs.: |
0.02 |
Spread %: |
10.31% |
Delta: |
0.22 |
Theta: |
-0.02 |
Omega: |
8.17 |
Rho: |
0.05 |
Quote data
Open: |
0.135 |
High: |
0.215 |
Low: |
0.135 |
Previous Close: |
0.194 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-14.10% |
1 Month |
|
|
-72.84% |
3 Months |
|
|
-85.22% |
YTD |
|
|
-74.56% |
1 Year |
|
|
-81.39% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.234 |
0.194 |
1M High / 1M Low: |
0.810 |
0.194 |
6M High / 6M Low: |
2.930 |
0.194 |
High (YTD): |
4/2/2024 |
2.930 |
Low (YTD): |
8/13/2024 |
0.194 |
52W High: |
4/2/2024 |
2.930 |
52W Low: |
8/13/2024 |
0.194 |
Avg. price 1W: |
|
0.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.473 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.443 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.168 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
250.27% |
Volatility 6M: |
|
140.27% |
Volatility 1Y: |
|
142.39% |
Volatility 3Y: |
|
- |