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UBS Call 99 WDP 20.12.2024/  CH1252606103  /

UBS Investment Bank
2024-06-28  10:18:13 AM Chg.+0.040 Bid10:18:13 AM Ask10:18:13 AM Underlying Strike price Expiration date Option type
0.970EUR +4.30% 0.970
Bid Size: 5,000		 1.020
Ask Size: 5,000		 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: 9.64
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.24
Parity: -0.36
Time value: 0.99
Break-even: 108.90
Moneyness: 0.96
Premium: 0.14
Premium p.a.: 0.32
Spread abs.: 0.06
Spread %: 6.45%
Delta: 0.53
Theta: -0.03
Omega: 5.10
Rho: 0.19
 

Quote data

Open: 0.930
High: 0.970
Low: 0.930
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.02%
1 Month
  -3.00%
3 Months
  -64.34%
YTD  
+34.72%
1 Year
  -6.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.930
1M High / 1M Low: 1.080 0.850
6M High / 6M Low: 2.780 0.660
High (YTD): 2024-04-02 2.780
Low (YTD): 2024-01-11 0.660
52W High: 2024-04-02 2.780
52W Low: 2023-10-27 0.550
Avg. price 1W:   0.942
Avg. volume 1W:   0.000
Avg. price 1M:   0.945
Avg. volume 1M:   0.000
Avg. price 6M:   1.454
Avg. volume 6M:   0.000
Avg. price 1Y:   1.137
Avg. volume 1Y:   0.000
Volatility 1M:   110.22%
Volatility 6M:   146.97%
Volatility 1Y:   129.53%
Volatility 3Y:   -