UBS Call 105 ABL 20.12.2024
/ CH1227466955
UBS Call 105 ABL 20.12.2024/ CH1227466955 /
| 2024-08-02 8:12:59 AM |
Chg.+0.200 |
Bid10:00:16 PM |
Ask10:00:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
+27.40% |
-
Bid Size: - |
-
Ask Size: - |
ABBOTT LABS |
105.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
UL17ZE |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
ABBOTT LABS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.17 |
| Parity: |
-0.30 |
| Time value: |
1.12 |
| Break-even: |
116.20 |
| Moneyness: |
0.97 |
| Premium: |
0.14 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.06 |
| Spread %: |
5.66% |
| Delta: |
0.54 |
| Theta: |
-0.05 |
| Omega: |
4.90 |
| Rho: |
0.17 |
Quote data
| Open: |
0.930 |
| High: |
0.930 |
| Low: |
0.930 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.00% |
| 1 Month |
|
|
+72.22% |
| 3 Months |
|
|
+5.68% |
| YTD |
|
|
-30.08% |
| 1 Year |
|
|
-35.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.490 |
| 1M High / 1M Low: |
0.930 |
0.490 |
| 6M High / 6M Low: |
2.020 |
0.480 |
| High (YTD): |
2024-03-08 |
2.020 |
| Low (YTD): |
2024-05-30 |
0.480 |
| 52W High: |
2024-03-08 |
2.020 |
| 52W Low: |
2024-05-30 |
0.480 |
| Avg. price 1W: |
|
0.698 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.613 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.045 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.070 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
276.48% |
| Volatility 6M: |
|
163.72% |
| Volatility 1Y: |
|
135.09% |
| Volatility 3Y: |
|
- |
