UBS Call 99 WDP 20.12.2024
/ CH1252606103
UBS Call 99 WDP 20.12.2024/ CH1252606103 /
2024-08-14 9:56:55 PM |
Chg.+0.005 |
Bid- |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.164EUR |
+3.14% |
- Bid Size: - |
- Ask Size: - |
DISNEY (WALT) CO. |
99.00 - |
2024-12-20 |
Call |
Master data
WKN: |
UL2M3S |
Issuer: |
UBS AG, LONDON BRANCH |
Currency: |
EUR |
Underlying: |
DISNEY (WALT) CO. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
99.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2023-02-23 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
43.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.24 |
Parity: |
-2.12 |
Time value: |
0.18 |
Break-even: |
100.79 |
Moneyness: |
0.79 |
Premium: |
0.29 |
Premium p.a.: |
1.09 |
Spread abs.: |
0.02 |
Spread %: |
12.58% |
Delta: |
0.20 |
Theta: |
-0.02 |
Omega: |
8.54 |
Rho: |
0.05 |
Quote data
Open: |
0.099 |
High: |
0.177 |
Low: |
0.099 |
Previous Close: |
0.159 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.82% |
1 Month |
|
|
-73.97% |
3 Months |
|
|
-84.53% |
YTD |
|
|
-77.22% |
1 Year |
|
|
-82.37% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.176 |
0.159 |
1M High / 1M Low: |
0.720 |
0.159 |
6M High / 6M Low: |
2.780 |
0.159 |
High (YTD): |
2024-04-02 |
2.780 |
Low (YTD): |
2024-08-13 |
0.159 |
52W High: |
2024-04-02 |
2.780 |
52W Low: |
2024-08-13 |
0.159 |
Avg. price 1W: |
|
0.168 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.397 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.315 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.071 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
259.04% |
Volatility 6M: |
|
147.53% |
Volatility 1Y: |
|
148.19% |
Volatility 3Y: |
|
- |