UBS Call 100 ABL 20.09.2024
/ CH1272024188
UBS Call 100 ABL 20.09.2024/ CH1272024188 /
| 05/08/2024 17:58:30 |
Chg.+0.03 |
Bid22:00:13 |
Ask22:00:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
+3.03% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
100.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
19/09/2024 |
| 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: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
0.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+137.21% |
| 1 Month |
|
|
+92.45% |
| 3 Months |
|
|
+6.25% |
| YTD |
|
|
-31.08% |
| 1 Year |
|
|
-38.55% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.430 |
| 1M High / 1M Low: |
0.990 |
0.430 |
| 6M High / 6M Low: |
2.220 |
0.430 |
| High (YTD): |
08/03/2024 |
2.220 |
| Low (YTD): |
29/07/2024 |
0.430 |
| 52W High: |
08/03/2024 |
2.220 |
| 52W Low: |
29/07/2024 |
0.430 |
| Avg. price 1W: |
|
0.696 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.631 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.136 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.167 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
362.37% |
| Volatility 6M: |
|
190.67% |
| Volatility 1Y: |
|
152.70% |
| Volatility 3Y: |
|
- |
