UBS Call 105 ABL 20.09.2024
/ CH1272024196
UBS Call 105 ABL 20.09.2024/ CH1272024196 /
| 09/07/2024 19:29:21 |
Chg.-0.040 |
Bid21:55:58 |
Ask21:55:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-13.33% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
105.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
15/06/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.16 |
| Parity: |
-1.07 |
| Time value: |
0.34 |
| Break-even: |
108.40 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.06 |
| Spread %: |
21.43% |
| Delta: |
0.33 |
| Theta: |
-0.05 |
| Omega: |
9.07 |
| Rho: |
0.05 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.245 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.75% |
| 1 Month |
|
|
-57.38% |
| 3 Months |
|
|
-76.36% |
| YTD |
|
|
-77.59% |
| 1 Year |
|
|
-80.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.260 |
| 1M High / 1M Low: |
0.660 |
0.260 |
| 6M High / 6M Low: |
1.880 |
0.260 |
| High (YTD): |
08/03/2024 |
1.880 |
| Low (YTD): |
04/07/2024 |
0.260 |
| 52W High: |
08/03/2024 |
1.880 |
| 52W Low: |
04/07/2024 |
0.260 |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.403 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.973 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.961 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
223.07% |
| Volatility 6M: |
|
162.45% |
| Volatility 1Y: |
|
140.87% |
| Volatility 3Y: |
|
- |
