UBS Call 100 ABL 20.09.2024
/ CH1272024188
UBS Call 100 ABL 20.09.2024/ CH1272024188 /
| 8/5/2024 7:25:50 PM |
Chg.-0.060 |
Bid9:55:20 PM |
Ask9:55:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
-5.66% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
100.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
UL6GK0 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.17 |
| Parity: |
0.20 |
| Time value: |
1.01 |
| Break-even: |
112.10 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.06 |
| Spread %: |
5.22% |
| Delta: |
0.59 |
| Theta: |
-0.12 |
| Omega: |
4.97 |
| Rho: |
0.06 |
Quote data
| Open: |
1.080 |
| High: |
1.080 |
| Low: |
0.980 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.25% |
| 1 Month |
|
|
+75.44% |
| 3 Months |
|
|
+8.70% |
| YTD |
|
|
-31.97% |
| 1 Year |
|
|
-40.12% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.640 |
| 1M High / 1M Low: |
1.070 |
0.440 |
| 6M High / 6M Low: |
2.260 |
0.440 |
| High (YTD): |
3/8/2024 |
2.260 |
| Low (YTD): |
7/18/2024 |
0.440 |
| 52W High: |
3/8/2024 |
2.260 |
| 52W Low: |
7/18/2024 |
0.440 |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.675 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.141 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.170 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
296.07% |
| Volatility 6M: |
|
171.20% |
| Volatility 1Y: |
|
140.90% |
| Volatility 3Y: |
|
- |
