OverviewChartNewsTraderScreen

UBS Call 99 WDP 20.12.2024/  CH1252606103  /

UBS Investment Bank
7/16/2024  12:57:54 PM Chg.-0.030 Bid12:57:54 PM Ask12:57:54 PM Underlying Strike price Expiration date Option type
0.600EUR -4.76% 0.600
Bid Size: 20,000		 0.700
Ask Size: 20,000		 DISNEY (WALT) CO. 99.00 - 12/20/2024 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: 12/20/2024
Issue date: 2/23/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.67
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.24
Parity: -1.01
Time value: 0.65
Break-even: 105.50
Moneyness: 0.90
Premium: 0.19
Premium p.a.: 0.49
Spread abs.: 0.02
Spread %: 3.17%
Delta: 0.42
Theta: -0.03
Omega: 5.78
Rho: 0.13
 

Quote data

Open: 0.580
High: 0.600
Low: 0.570
Previous Close: 0.630
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -30.23%
3 Months
  -70.87%
YTD
  -16.67%
1 Year
  -38.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.620
1M High / 1M Low: 0.980 0.620
6M High / 6M Low: 2.780 0.620
High (YTD): 4/2/2024 2.780
Low (YTD): 7/11/2024 0.620
52W High: 4/2/2024 2.780
52W Low: 10/27/2023 0.550
Avg. price 1W:   0.630
Avg. volume 1W:   0.000
Avg. price 1M:   0.783
Avg. volume 1M:   0.000
Avg. price 6M:   1.449
Avg. volume 6M:   0.000
Avg. price 1Y:   1.120
Avg. volume 1Y:   0.000
Volatility 1M:   82.56%
Volatility 6M:   144.80%
Volatility 1Y:   130.53%
Volatility 3Y:   -