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UBS Put 90 DIS 20.12.2024/  DE000UL9BAK8  /

Frankfurt Zert./UBS
14/11/2024  19:15:19 Chg.-0.066 Bid19:32:25 Ask19:32:25 Underlying Strike price Expiration date Option type
0.079EUR -45.52% 0.080
Bid Size: 25,000		 0.119
Ask Size: 25,000		 Walt Disney Co 90.00 USD 20/12/2024 Put
 

Master data

WKN: UL9BAK
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Put
Strike price: 90.00 USD
Maturity: 20/12/2024
Issue date: 03/11/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: -64.38
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.23
Parity: -1.20
Time value: 0.15
Break-even: 83.67
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 2.75
Spread abs.: 0.01
Spread %: 6.34%
Delta: -0.17
Theta: -0.05
Omega: -11.10
Rho: -0.02
 

Quote data

Open: 0.137
High: 0.139
Low: 0.078
Previous Close: 0.145
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -57.07%
1 Month
  -69.62%
3 Months
  -83.54%
YTD
  -79.74%
1 Year
  -78.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.184 0.145
1M High / 1M Low: 0.280 0.145
6M High / 6M Low: 0.490 0.145
High (YTD): 09/08/2024 0.490
Low (YTD): 13/11/2024 0.145
52W High: 09/08/2024 0.490
52W Low: 13/11/2024 0.145
Avg. price 1W:   0.170
Avg. volume 1W:   0.000
Avg. price 1M:   0.227
Avg. volume 1M:   0.000
Avg. price 6M:   0.289
Avg. volume 6M:   0.000
Avg. price 1Y:   0.281
Avg. volume 1Y:   0.000
Volatility 1M:   136.51%
Volatility 6M:   113.72%
Volatility 1Y:   97.89%
Volatility 3Y:   -