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UBS Put 105 DIS 21.06.2024/  DE000UL2HCV3  /

EUWAX
2024-06-11  9:35:27 AM Chg.-0.100 Bid8:33:38 PM Ask8:33:38 PM Underlying Strike price Expiration date Option type
0.340EUR -22.73% 0.440
Bid Size: 50,000		 -
Ask Size: -		 Walt Disney Co 105.00 USD 2024-06-21 Put
 

Master data

WKN: UL2HCV
Issuer: UBS AG, LONDON BRANCH
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Put
Strike price: 105.00 USD
Maturity: 2024-06-21
Issue date: 2023-01-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: -26.51
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.21
Implied volatility: 0.39
Historic volatility: 0.24
Parity: 0.21
Time value: 0.15
Break-even: 93.95
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.77
Spread abs.: 0.02
Spread %: 5.88%
Delta: -0.61
Theta: -0.11
Omega: -16.29
Rho: -0.02
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month  
+30.77%
3 Months  
+36.00%
YTD
  -50.72%
1 Year
  -41.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.310
1M High / 1M Low: 0.480 0.250
6M High / 6M Low: 0.730 0.152
High (YTD): 2024-01-11 0.730
Low (YTD): 2024-04-03 0.152
52W High: 2023-10-04 0.840
52W Low: 2024-04-03 0.152
Avg. price 1W:   0.394
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   0.393
Avg. volume 6M:   0.000
Avg. price 1Y:   0.548
Avg. volume 1Y:   0.000
Volatility 1M:   310.97%
Volatility 6M:   197.03%
Volatility 1Y:   143.80%
Volatility 3Y:   -