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UBS Call 97 WDP 20.12.2024/  CH1255642865  /

UBS Investment Bank
8/15/2024  8:03:03 AM Chg.-0.056 Bid8:03:03 AM Ask8:03:03 AM Underlying Strike price Expiration date Option type
0.145EUR -27.86% 0.145
Bid Size: 10,000		 0.290
Ask Size: 10,000		 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: 0.145
High: 0.145
Low: 0.145
Previous Close: 0.201
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.87%
1 Month
  -79.86%
3 Months
  -87.61%
YTD
  -81.65%
1 Year
  -85.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.216 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:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   1.428
Avg. volume 6M:   0.000
Avg. price 1Y:   1.165
Avg. volume 1Y:   0.000
Volatility 1M:   245.84%
Volatility 6M:   140.34%
Volatility 1Y:   142.27%
Volatility 3Y:   -