UBS Call 105 ABL 20.09.2024
/ CH1272024196
UBS Call 105 ABL 20.09.2024/ CH1272024196 /
| 2024-08-02 7:40:12 PM |
Chg.0.000 |
Bid9:56:56 PM |
Ask9:56:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
105.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
UL6A7Z |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-06-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.17 |
| Parity: |
-0.30 |
| Time value: |
0.83 |
| Break-even: |
113.30 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.06 |
| Spread %: |
7.79% |
| Delta: |
0.50 |
| Theta: |
-0.10 |
| Omega: |
6.20 |
| Rho: |
0.06 |
Quote data
| Open: |
0.640 |
| High: |
0.800 |
| Low: |
0.600 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
+137.93% |
| 3 Months |
|
|
+13.11% |
| YTD |
|
|
-40.52% |
| 1 Year |
|
|
-47.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.360 |
| 1M High / 1M Low: |
0.690 |
0.227 |
| 6M High / 6M Low: |
1.880 |
0.227 |
| High (YTD): |
2024-03-08 |
1.880 |
| Low (YTD): |
2024-07-18 |
0.227 |
| 52W High: |
2024-03-08 |
1.880 |
| 52W Low: |
2024-07-18 |
0.227 |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.385 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.830 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.885 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
381.09% |
| Volatility 6M: |
|
223.32% |
| Volatility 1Y: |
|
176.09% |
| Volatility 3Y: |
|
- |
