UBS Call 105 ABL 20.09.2024
/ CH1272024196
UBS Call 105 ABL 20.09.2024/ CH1272024196 /
| 9/9/2024 9:27:13 AM |
Chg.+0.120 |
Bid10:05:00 PM |
Ask10:05:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+16.67% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
105.00 - |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
6/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
1.26 |
| Historic volatility: |
0.17 |
| Parity: |
-0.23 |
| Time value: |
0.80 |
| Break-even: |
113.00 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
22.84 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.51 |
| Theta: |
-0.41 |
| Omega: |
6.49 |
| Rho: |
0.01 |
Quote data
| Open: |
0.840 |
| High: |
0.840 |
| Low: |
0.840 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+37.70% |
| 3 Months |
|
|
+95.35% |
| YTD |
|
|
-28.21% |
| 1 Year |
|
|
0.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.720 |
| 1M High / 1M Low: |
0.870 |
0.490 |
| 6M High / 6M Low: |
1.810 |
0.217 |
| High (YTD): |
3/8/2024 |
1.840 |
| Low (YTD): |
7/29/2024 |
0.217 |
| 52W High: |
3/8/2024 |
1.840 |
| 52W Low: |
7/29/2024 |
0.217 |
| Avg. price 1W: |
|
0.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.687 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.660 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.840 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
153.26% |
| Volatility 6M: |
|
251.90% |
| Volatility 1Y: |
|
195.01% |
| Volatility 3Y: |
|
- |
